• stupidcasey@lemmy.world
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    3 hours ago

    Great to hear you’re using ARCH (Autoregressive Conditional Heteroskedasticity) models! These are powerful tools for modeling time-varying volatility, especially in financial or econometric applications. Let me know how I can assist—are you:

    1. Building/estimating an ARCH model and need guidance on steps, software (e.g., Python, R, Stata), or diagnostics?
    2. Interpreting results (e.g., significance of parameters, volatility forecasts)?
    3. Troubleshooting issues like convergence errors, stationarity, or model selection (e.g., ARCH vs. GARCH)?
    4. Applying it to a specific dataset and want feedback or best practices?

    Feel free to share details, and I’ll help! 📈