quantlib-statistics

Garch Forecast

Fit GARCH(p,q) and forecast volatility N steps ahead

post/quantlib/statistics/timeseries/garch/forecast

Request

  • Base URL: https://api.fincept.in (the document declares no server; this is the origin it was published from)
  • URL: https://api.fincept.in/quantlib/statistics/timeseries/garch/forecast
  • Auth: API key in header X-API-Key

Request body

returnsnumber[] required
pinteger
qinteger
stepsinteger

Response

Successful Response

unknown required

Changes

No recorded changes to this operation across all 1 revision of this API.