Garch Python Packages

arch

ARCH models in Python

frds

Financial research data services for academics.

tsecon

High-performance time series econometrics: Rust core, Python-first API — validated estimators, a 15-chapter guide, and honest inference by default

walkforward

Volatility forecasts, position sizing and purged walk-forward splits that never see the future. C11 core, numpy and scikit-learn front door.

forecast-os-gtm

Open-source forecasting engine for go-to-market analytics: calibrated, auditable forecasts across statistical, ML, and financial models — with a GTM layer, connectors, MCP + REST servers, and an always-on terminal.

gjr-garch-x

GJR-GARCH models with exogenous variance regressors

armagarch

ARMA-GARCH

robust-eventstudy

Dependence-robust inference toolkit for heavy-tailed cross-asset event studies

wbtc

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.