{% extends "base.html" %} {% block sidebar %}
  • Summary
  • Transition Matrix
  • Expected Durations
  • Regime Classification
  • Charts
  • {% endblock %} {% block content %}

    Model Summary

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

    Transition Matrix

    {% if transition_matrix is defined %}
    {% for k in range(n_regimes) %} {% endfor %} {% for i in range(n_regimes) %} {% for j in range(n_regimes) %} {% endfor %} {% endfor %}
    From \ ToRegime {{ k + 1 }}
    Regime {{ i + 1 }}{{ transition_matrix[i][j] | fmt_number(4) }}
    {% endif %}

    Expected Durations

    {% if expected_durations is defined %}
    {% for d in expected_durations %} {% endfor %}
    RegimeExpected Duration (obs)
    Regime {{ d.regime }} {{ d.duration | fmt_number(1) }}
    {% endif %}

    Regime Classification

    {% if regime_classification is defined %}
    {% for k in range(n_regimes) %}
    {{ regime_classification.proportions[k] | fmt_percent }}
    Regime {{ k + 1 }} ({{ regime_classification.counts[k] }} obs)
    {% endfor %}
    {% endif %} {% if regime_params is defined %}

    Per-Regime Parameters

    {% for rp in regime_params %}
    Regime {{ rp.regime }}
    {% for key, value in rp.params.items() %} {% endfor %}
    ParameterValue
    {{ key }} {{ value | fmt_number(6) }}
    {% endfor %} {% endif %}

    Charts

    {% endblock %}