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Jun 17th, 2019
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  1. returns = [0.01,-0.02,0.0453,0.002, ....]
  2.  
  3. am = arch_model(returns, mean = 'Zero', vol='Garch', p=1, o=0, q=1, dist='normal')
  4.  
  5. GARCH_n= am.fit(update_freq=5, disp = 'off')
  6.  
  7. omega = GARCH_n.params[0]
  8. alpha = GARCH_n.params[1]
  9. beta = GARCH_n.params[2]
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