{% extends "base.html" %} {% block sidebar %}
  • Summary
  • Correlation Parameters
  • Series Parameters
  • Dynamic Correlations
  • {% endblock %} {% block content %}

    Model Summary

    {{ model_name | default('DCC-GARCH') }}
    Model
    {{ n_series | default(0) }}
    Series
    {{ n_obs | default(0) }}
    Observations
    {% if loglikelihood is not none %}
    {{ loglikelihood | fmt_number(2) }}
    Log-Likelihood
    {% endif %}

    Correlation Model Parameters

    {% if correlation_params is defined %}
    {% for key, value in correlation_params.items() %} {% endfor %}
    ParameterValue
    {{ key }} {{ value | fmt_number(6) }}
    {% endif %}

    Per-Series Parameters

    {% if series_params is defined %} {% for series in series_params %}
    {{ series.series_name | default('Series') }}
    {% for row in series.params_table %} {% endfor %}
    Parameter Estimate Std. Error p-Value
    {{ row.name }} {{ row.value | fmt_number(6) }} {{ row.std_error | fmt_number(6) if row.std_error is defined else '-' }} {{ row.p_value | fmt_pvalue if row.p_value is defined else '-' }} {{ row.significance if row.significance is defined else '' }}
    {% endfor %} {% endif %}

    Dynamic Correlations

    {% if correlation_summary is defined %}
    {% for pair in correlation_summary %} {% endfor %}
    Pair Mean Std Dev Min Max
    {{ pair.pair }} {{ pair.mean | fmt_number(4) }} {{ pair.std | fmt_number(4) }} {{ pair.min | fmt_number(4) }} {{ pair.max | fmt_number(4) }}
    {% endif %}
    {% endblock %}