Modèle Arma-Garch Python
import pandas as pd
from garch import garch
# load your data here
data = pd.read_csv('PATH_TO_MY_DATA.csv') # file name
# create garch object
garchModel = garch(data, PQ = (1,1), poq = (1,0,1))
# fit model in the data
garchModel.fit()
Jealous Jaguar