quantlib-statistics

Gjr Garch Fit

Fit a GJR-GARCH(p,q) model (asymmetric GARCH) to returns data

post/quantlib/statistics/timeseries/gjr-garch/fit

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/gjr-garch/fit
  • Auth: API key in header X-API-Key

Request body

returnsnumber[] required
pinteger
qinteger

Response

Successful Response

unknown required

Changes

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