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ENH: Add variance targetting GARCH model #250

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Add a VT GARCH model
Note that inference isn't correct

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codecov bot commented Oct 15, 2018

Codecov Report

Merging #250 into master will decrease coverage by 0.67%.
The diff coverage is 15%.

Impacted file tree graph

@@            Coverage Diff             @@
##           master     #250      +/-   ##
==========================================
- Coverage    99.4%   98.72%   -0.68%     
==========================================
  Files          31       31              
  Lines        9910     9989      +79     
  Branches      864      871       +7     
==========================================
+ Hits         9851     9862      +11     
- Misses         16       84      +68     
  Partials       43       43
Impacted Files Coverage Δ
arch/univariate/recursions.pyx 98.48% <ø> (ø) ⬆️
arch/bootstrap/_samplers.pyx 100% <ø> (ø) ⬆️
arch/univariate/volatility.py 94.6% <15%> (-4.55%) ⬇️

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Add a VT GARCH model
Note that inference isn't correct
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Coverage Status

Coverage decreased (-0.7%) to 99.141% when pulling 1de062e on variance-targetting into a1a73a6 on master.

@bashtage bashtage force-pushed the master branch 2 times, most recently from b8b0a6f to 34183b4 Compare March 27, 2019 11:28
Base automatically changed from master to main February 22, 2021 17:47
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