Metadata-Version: 2.4
Name: auto-garch
Version: 0.1.0a0
Summary: Regime-aware volatility modeling with automatic GARCH fitting
Author: Noah Woltman
License: MIT
Project-URL: Homepage, https://github.com/GuardsGuards/auto-garch
Requires-Python: >=3.9
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: matplotlib
Requires-Dist: scikit-learn
Requires-Dist: arch
Dynamic: license-file

# Auto-GARCH

**Regime-aware volatility modeling with automatic GARCH fitting.**

## Usage

from auto_garch import AutoGarch, Config

csv_path = "SPY.csv"
value_col = "Close"
date_col = "Date"

pipeline = AutoGarch(Config())
result = pipeline.run(csv_path, value_col, date_col)
