@krzysztofsztompka/garch
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    Type Alias ForecastsRequest

    One walk-forward segment's question: the returns, the model and the origins to fit at.

    type ForecastsRequest = {
        dist?: Distribution;
        exogenous?: ArrayLike<number>;
        horizon: number;
        mean?: MeanModel;
        model: GarchModel;
        origins: readonly number[];
        returns: ArrayLike<number>;
        targetVariance?: boolean;
    }
    Index
    dist? exogenous? horizon mean? model origins returns targetVariance?
    dist?: Distribution
    exogenous?: ArrayLike<number>

    GARCH-X: x aligned with the returns (garch and gjr); see FitOptions.exogenous. Forecasts hold it at its last value.

    horizon: number
    mean?: MeanModel

    A fitted constant (default) or zero; see FitOptions.mean.

    model: GarchModel
    origins: readonly number[]

    Train-end indices, ascending; one segment (the caller cuts with segments).

    returns: ArrayLike<number>
    targetVariance?: boolean

    Variance targeting (garch and gjr); see FitOptions.targetVariance.

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