Metadata-Version: 2.1
Name: garchbox
Version: 0.1.0
Summary: ARCH/GARCH volatility models for financial time series
Author: NodesEcon
License-File: LICENSE
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Science/Research
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Topic :: Scientific/Engineering :: Mathematics
Requires-Python: >=3.11
Requires-Dist: matplotlib>=3.7
Requires-Dist: numpy>=1.24
Requires-Dist: pandas>=2.0
Requires-Dist: scipy>=1.10
Provides-Extra: dev
Requires-Dist: pyright>=1.1; extra == 'dev'
Requires-Dist: pytest-cov>=4.0; extra == 'dev'
Requires-Dist: pytest>=7.0; extra == 'dev'
Requires-Dist: ruff>=0.4; extra == 'dev'
Provides-Extra: docs
Requires-Dist: mkdocs-material>=9.0; extra == 'docs'
Requires-Dist: mkdocs>=1.5; extra == 'docs'
Requires-Dist: mkdocstrings[python]>=0.24; extra == 'docs'
Description-Content-Type: text/markdown

# archbox

ARCH/GARCH volatility models for financial time series.

## Installation

```bash
pip install -e ".[dev]"
```

## Quick Start

```python
from archbox import GARCH
from archbox.datasets import load_dataset

sp500 = load_dataset('sp500')
returns = sp500['returns']

model = GARCH(returns, p=1, q=1)
results = model.fit()
print(results.summary())
forecast = results.forecast(horizon=10)
```

## License

MIT
