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fGarch  

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
View on CRAN: Click here


Download and install fGarch package within the R console
Install from CRAN:
install.packages("fGarch")

Install from Github:
library("remotes")
install_github("cran/fGarch")

Install by package version:
library("remotes")
install_version("fGarch", "4052.93")



Attach the package and use:
library("fGarch")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2007-10-02
Latest Update: 2024-03-26
Description:
Analyze and model heteroskedastic behavior in financial time series.
How to cite:
Georgi N. Boshnakov (2007). fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling. R package version 4052.93, https://cran.r-project.org/web/packages/fGarch. Accessed 18 Sep. 2026.
Previous versions and publish date:
(2026-07-09 07:37), 260.71 (2007-10-02 13:18), 260.72 (2007-10-08 21:57), 280.73 (2008-10-23 18:53), 280.74 (2008-10-25 14:53), 280.75 (2008-10-27 20:44), 290.76 (2009-01-28 18:06), 290.77 (2009-04-16 09:00), 2100.78 (2009-04-20 11:26), 2100.79 (2009-09-28 16:10), 2110.80.1 (2012-06-04 09:08), 2110.80 (2009-11-10 11:15), 2150.81 (2012-09-18 11:43), 3010.82.1 (2016-08-15 11:29), 3010.82 (2013-05-01 07:44), 3042.83.1 (2019-01-31 18:27), 3042.83.2 (2020-03-07 12:06), 3042.83 (2017-11-16 23:49), 4021.86 (2022-07-17 02:10), 4021.87 (2022-08-06 16:20), 4021.88 (2022-09-29 11:40), 4022.89 (2022-11-05 23:10), 4031.90 (2023-10-15 16:40), 4032.91 (2024-02-02 01:00), 4033.92 (2024-03-26 16:30)
Other packages that cited fGarch R package
View fGarch citation profile
Other R packages that fGarch depends, imports, suggests or enhances
Complete documentation for fGarch
Functions, R codes and Examples using the fGarch R package
Some associated functions: 00fGarch-package . VaR . class-fGARCH . class-fGARCHSPEC . class-fUGARCHSPEC . dist-absMoments . dist-ged . dist-gedFit . dist-gedSlider . dist-sged . dist-sgedFit . dist-sgedSlider . dist-snorm . dist-snormFit . dist-snormSlider . dist-sstd . dist-sstdFit . dist-sstdSlider . dist-std . dist-stdFit . dist-stdSlider . fGarchData . garchFit . garchFitControl . garchSim . garchSpec . methods-coef . methods-fitted . methods-formula . methods-plot . methods-predict . methods-residuals . methods-summary . methods-volatility . stats-tsdiag . 
Some associated R codes: class-fGARCH.R . class-fGARCHSPEC.R . cvar-VaR.R . dist-absMoments.R . dist-ged.R . dist-gedFit.R . dist-gedSlider.R . dist-sged.R . dist-sgedFit.R . dist-sgedSlider.R . dist-snorm.R . dist-snormFit.R . dist-snormSlider.R . dist-sstd.R . dist-sstdFit.R . dist-sstdSlider.R . dist-std.R . dist-stdFit.R . dist-stdSlider.R . fGarch-package.R . fGarchEnv.R . garch-Distribution.R . garch-FitFromFormula.R . garch-FitFromSpec.R . garch-FitInternal.R . garch-GlobalVars.R . garch-Gradient.R . garch-Hessian.R . garch-Initialization.R . garch-Sim.R . garch-Solver.R . garch-SolverControl.R . garch-Spec.R . garch-Stats.R . loglik-aparch.R . loglik-egarch.R . loglik.R . methods-coef.R . methods-fitted.R . methods-formula.R . methods-plot.R . methods-predict.R . methods-residuals.R . methods-show.R . methods-summary.R . methods-update.R . methods-volatility.R . mgarch-FitFromFormula.R . stats-tsdiag.R . zzz.R .  Full fGarch package functions and examples
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