# Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

## Documentation for package ‘fGarch’ version 4052.93

- DESCRIPTION file.
- Package NEWS.

## Help Pages

fGarch-package | Modelling heterskedasticity in financial time series
.gogarchFit | Fit univariate and multivariate GARCH-type models
.ugarchFit | Class 'fUGARCHSPEC'
.ugarchSpec | Class 'fUGARCHSPEC'
absMoments | Absolute moments of GARCH distributions
coef | GARCH coefficients methods
coef-method | GARCH coefficients methods
coef-methods | GARCH coefficients methods
dem2gbp | Time series datasets
dged | Standardized generalized error distribution
dsged | Skew generalized error distribution
dsnorm | Skew normal distribution
dsstd | Skew Student-t distribution
dstd | Standardized Student-t distribution
ES | Compute Value-at-Risk (VaR) and expected shortfall (ES)
ES.fGARCH | Compute Value-at-Risk (VaR) and expected shortfall (ES)
fGarch | Modelling heterskedasticity in financial time series
fGARCH-class | Class "fGARCH" - fitted ARMA-GARCH/APARCH models
fGarchData | Time series datasets
fGARCHSPEC-class | Class "fGARCHSPEC"
fitted | Extract GARCH model fitted values
fitted-method | Extract GARCH model fitted values
fitted-methods | Extract GARCH model fitted values
formula | Extract GARCH model formula
formula-method | Extract GARCH model formula
formula-methods | Extract GARCH model formula
fUGARCHSPEC-class | Class 'fUGARCHSPEC'
garchFit | Fit univariate and multivariate GARCH-type models
garchFitControl | Control GARCH fitting algorithms
garchKappa | Fit univariate and multivariate GARCH-type models
garchSim | Simulate univariate GARCH/APARCH time series
garchSpec | Univariate GARCH/APARCH time series specification
ged | Standardized generalized error distribution
gedFit | Generalized error distribution parameter estimation
gedSlider | Visualise skew normal, (skew) Student-t and (skew) GED distributions
pged | Standardized generalized error distribution
plot | GARCH plot methods
plot-method | GARCH plot methods
plot-methods | GARCH plot methods
predict | GARCH prediction function
predict-method | GARCH prediction function
predict-methods | GARCH prediction function
psged | Skew generalized error distribution
psnorm | Skew normal distribution
psstd | Skew Student-t distribution
pstd | Standardized Student-t distribution
qged | Standardized generalized error distribution
qsged | Skew generalized error distribution
qsnorm | Skew normal distribution
qsstd | Skew Student-t distribution
qstd | Standardized Student-t distribution
residuals | Extract GARCH model residuals
residuals-method | Extract GARCH model residuals
residuals-methods | Extract GARCH model residuals
rged | Standardized generalized error distribution
rsged | Skew generalized error distribution
rsnorm | Skew normal distribution
rsstd | Skew Student-t distribution
rstd | Standardized Student-t distribution
sged | Skew generalized error distribution
sgedFit | Skew generalized error distribution parameter estimation
sgedSlider | Visualise skew normal, (skew) Student-t and (skew) GED distributions
show-method | Class "fGARCH" - fitted ARMA-GARCH/APARCH models
show-method | Class "fGARCHSPEC"
snorm | Skew normal distribution
snormFit | Skew normal distribution parameter estimation
snormSlider | Visualise skew normal, (skew) Student-t and (skew) GED distributions
sp500dge | Time series datasets
sstd | Skew Student-t distribution
sstdFit | Skew Student-t distribution parameter estimation
sstdSlider | Visualise skew normal, (skew) Student-t and (skew) GED distributions
stats-tsdiag | Diagnostic plots and statistics for fitted GARCH models
std | Standardized Student-t distribution
stdFit | Student-t distribution parameter estimation
stdSlider | Visualise skew normal, (skew) Student-t and (skew) GED distributions
summary | fGARCH method for the summary function
summary-method | fGARCH method for the summary function
summary-methods | fGARCH method for the summary function
tsdiag | Diagnostic plots and statistics for fitted GARCH models
tsdiag.fGARCH | Diagnostic plots and statistics for fitted GARCH models
update-method | Class "fGARCH" - fitted ARMA-GARCH/APARCH models
update-method | Class "fGARCHSPEC"
VaR | Compute Value-at-Risk (VaR) and expected shortfall (ES)
VaR.fGARCH | Compute Value-at-Risk (VaR) and expected shortfall (ES)
volatility | Extract GARCH model volatility
volatility.fGARCH | Extract GARCH model volatility