@krzysztofsztompka/garch
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volatilityForecast
Function volatilityForecast
volatilityForecast
(
request
:
VolatilityForecastRequest
)
:
VolatilityForecast
Fit on everything, forecast
horizon
steps, and grade the model walk-forward.
Parameters
request
:
VolatilityForecastRequest
Returns
VolatilityForecast
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@krzysztofsztompka/garch
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Fit on everything, forecast
horizonsteps, and grade the model walk-forward.