garch
ARCH models in Python
Financial research data services for academics.
ARMA-GARCH
GJR-GARCH models with exogenous variance regressors
Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.
