arch has 1.1M monthly downloads and 2K GitHub stars. Version 8.0.0 supports Python 3.10+, first published in 2014.
It is actively maintained, last released in Oct 2025.
It is built on top of numpy, packaging and pandas. It is used by 87 tracked packages, including riskfolio-lib, azureml-automl-runtime and hyper-sentinel.
GitHub topics include arch, volatility and bootstrap.
Package Insights
- No releases in 243 days despite active commits
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Dependencies
- numpy <3,>=1.22.3
- packaging
- pandas >=1.4.0
- scipy >=1.8
- statsmodels >=0.13.0
52 optional dependencies
- black[dev]
- colorama[dev]
- coverage[test]
- cython[dev]
- cython[doc]
- flake8[dev]
- flake8-bugbear[dev]
- fonttools[doc]
- ipython[doc]
- isort[dev]
- jinja2[doc]
- jupyter[doc]
- jupyterlab[doc]
- jupyterlab[dev]
- jupyterlab-code-formatter[dev]
- matplotlib[doc]
- matplotlib[dev]
- meson[test]
- mypy[dev]
- nbconvert[doc]
- nbsphinx[doc]
- ninja[test]
- notebook[doc]
- numba[dev]
- numpy[doc]
- numpydoc[doc]
- packaging[dev]
- pandas[doc]
- patsy[doc]
- pickleshare[doc]
- pytest[dev]
- pytest[test]
- pytest-cov[dev]
- pytest-cov[test]
- pytest-randomly[test]
- pytest-randomly[dev]
- pytest-xdist[test]
- pytest-xdist[dev]
- pyupgrade[dev]
- ruff[dev]
- scipy[doc]
- seaborn[doc]
- seaborn[dev]
- setuptools[doc]
- setuptools-scm[dev]
- setuptools-scm[doc]
- sphinx[doc]
- sphinx-autodoc-typehints[doc]
- sphinx-immaterial[doc]
- statsmodels[doc]
- wheel[doc]
- zipp[dev]
Used By
- riskfolio-lib
- azureml-automl-runtime
- hyper-sentinel
- openbb-nightly
- vus
- openbb-econometrics
- rliable
- hydrotools-metrics
- timecopilot
- time-series-anomaly-detector
- pyhctsa
- rdtools
- okama
- frds
- aigroup-econ-mcp
- ml4t-diagnostic
- configmodel-mcmc
- openbb-terminal-nightly
- esek
- tsb-ad
- risktools
- teehr
- mvgarch
- midastrader
- harlstmgarch
- backtrader-contrib-lucidinvestor
- arbitragelab
- jupyter-quant
- qufin
- quantconnect-mcp
- minibt
- timeseries-compute
- stockdatamanager
- black-litterman-mcp
- betise
- dynamicts
- muarch
- vartests
- eetc-utils
- time-series-forecast-mcp
- metaforecast
- portfolioriskpro
- analyzerportfolio
- quantitativelib
- rift-engine-core
- fractime
- nwm-explorer
- backtest-reg
- numfolio
- tsb-uad