arch-py

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Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics

Copied fromcf-post-staging / arch-py

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Installation

To install this package, run one of the following:

Conda

$conda install conda-forge::arch-py

Usage Tracking

Version

5 / 8 versions selected

Downloads (Last 6 months): 0

Description

Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python (with Cython and/or Numba used to improve performance)

About

Summary

Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics

Last Updated

Oct 21, 2025 at 12:46

License

NCSA

Total Downloads

708.4K

Supported Platforms

macOS-64

macOS-arm64

win-64

linux-64

linux-aarch64

Home

https://github.com/bashtage/arch

GitHub Repository

https://github.com/bashtage/arch

Documentation

https://arch.readthedocs.org/en/latest/