@krzysztofsztompka/garch
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    Function asOfFit

    • Fit on everything and forecast horizon steps — the as-of half of volatilityForecast.

      Parameters

      • request: Pick<
            VolatilityForecastRequest,
            | "returns"
            | "model"
            | "dist"
            | "mean"
            | "targetVariance"
            | "exogenous"
            | "horizon"
            | "rivalsWithin",
        >

      Returns AsOfFit