# s-broda/ARCHModels.jl

<https://repo.masters-masters.com/en/repos/s-broda/ARCHModels.jl>

[Home](https://repo.masters-masters.com/en) › [s-broda](https://repo.masters-masters.com/en/owners/s-broda) › [ARCHModels.jl](https://repo.masters-masters.com/en/repos/s-broda/ARCHModels.jl)

s-broda/ARCHModels.jl has 103 stars on GitHub. Its RepoMasters card: Prototype tier. A Julia package for estimating ARMA-GARCH models. Language: Julia.

| Field | Value |
| --- | --- |
| Owner | [s-broda](https://repo.masters-masters.com/en/owners/s-broda) |
| Stars | 103 |
| Forks | 19 |
| Language | [Julia](https://repo.masters-masters.com/en/languages/julia) |
| License | None |
| Created | 2017 |
| Topics | garch, julia, julia-language, volatility, arch, statistics, statistical-models, regression, timeseries, finance |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [s-broda/ARCHModels.jl](https://github.com/s-broda/ARCHModels.jl) |

## Repository

A Julia package for estimating ARMA-GARCH models.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.