CMakeLists.txt
LICENSE
MANIFEST.in
README.md
batch_validate.py
brett_optimized_garch.py
brett_usage_example.py
build.py
debug_arch_comparison.py
debug_arch_details.py
debug_convergence.py
debug_convergence_issue.py
debug_forecast.py
debug_forecast_detailed.py
debug_garch.py
debug_ged_likelihood.py
debug_likelihood.py
debug_optimization.py
debug_parameter_estimation.py
debug_prediction_issue.py
debug_rolling_convergence.py
debug_simple.py
debug_with_mean.py
deep_debug_likelihood.py
examine_arch_source.py
final_validation.py
fix_ged_arch_exact.py
fix_ged_likelihood.py
grid_search_garch.py
investigate_arch_internals.py
multi_stock_validation.py
publish_to_pypi.py
pyproject.toml
requirements.txt
setup.py
simple_garch_example.py
test_500_window.py
test_build.py
test_final_estimation.py
test_fixed_estimation.py
test_garch_estimation.py
test_likelihood.py
test_likelihood_fix.py
test_preset_parameters.py
test_update_model.py
test_vol.py
test_vol_arch_params.py
test_vol_corrected.py
test_vol_estimate.py
test_vol_final.py
test_vol_final_fixed.py
test_vol_fixed.py
validate_gs_stock.py
volatility_prediction_comparison.py
garch_lib/__init__.py
include/garch_calculator.h
python/garch_bindings.cpp
src/garch_calculator.cpp
tests/test_garch.cpp
tests/test_garch.py