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fGarch (version 280.73)
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Description
Environment for teaching "Financial Engineering and Computational Finance"
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Version
Version
4052.93
4033.92
4032.91
4031.90
4022.89
4021.88
4021.87
4021.86
3042.83.2
3042.83.1
3042.83
3010.82.1
3010.82
2150.81
2110.80.1
2100.79
2100.78
290.77
290.76
280.75
280.74
280.73
260.72
260.71
Install
install.packages('fGarch')
Monthly Downloads
14,566
Version
280.73
License
GPL (>= 2)
Maintainer
Rmetrics Team
Last Published
December 12th, 2025
Functions in fGarch (280.73)
Search all functions
residuals-methods
Extract GARCH Model Residuals
garchSim
Univariate GARCH/APARCH Time Series Simulation
fitted-methods
Extract GARCH Model Fitted Values
garchFit
Univariate GARCH Time Series Fitting
fGARCHSPEC-class
Class "fGARCHSPEC"
TimeSeriesData
Time Series Data Sets
sstd
Skew Student-t Distribution and Parameter Estimation
formula-methods
Extract GARCH Model formula
snorm
Skew Normal Distribution and Parameter Estimation
summary-methods
GARCH Summary Methods
absMoments
Absolute Moments of GARCH Distributions
volatility-methods
Extract GARCH Model Volatility
garchFitControl
GARCH Fitting Algorithms and Control
show-methods
GARCH Modelling Show Methods
plot-methods
GARCH Plot Methods
garchSpec
Univariate GARCH Time Series Specification
fGarch-package
GARCH Modelling Package
predict-methods
GARCH Prediction Function
sged
Skew GED Distribution and Parameter Estimation
coef-methods
GARCH Coefficients Methods
fGARCH-class
Class "fGARCH"