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conda-forge/arch-py

arch-py

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

Copied fromcf-post-staging / arch-py

Installation

To install this package, run one of the following:

Conda
$conda install conda-forge::arch-py

Usage Tracking

8.0.0
7.2.0
7.1.0
7.0.0
6.3.0
5 / 8 versions selected
Total downloads: 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

Information Last Updated

Oct 21, 2025 at 13:02

License

NCSA

Total Downloads

691.3K

Platforms

macOS 64 Version: 8.0.0
macOS arm64 Version: 8.0.0
Win 64 Version: 8.0.0
Linux 64 Version: 8.0.0
Linux aarch64 Version: 8.0.0

Home

https://github.com/bashtage/arch

GitHub Repository

https://github.com/bashtage/arch

Documentation

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