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fGarch
garchFit
garchFit function
Fit univariate and multivariate GARCH-type models
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fGarch package
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Maintainer: Georgi N. Boshnakov
License: GPL (>= 2)
Last published: 2025-12-12
Useful links
https://r-forge.r-project.org/tracker/?func=browse&group_id=156&atid=633
https://geobosh.github.io/fGarchDoc/
https://CRAN.R-project.org/package=fGarch
https://www.rmetrics.org