Module `quantfin.volatility`

Tools for calculating volatilty using various different models.

Source code

"""
Tools for calculating volatilty using various different models.
"""

from . import average
from . import garch_sym
from . import garch_asym

Sub-modules

quantfin.volatility.average: Average Functions for calulating volatility using averaging techniques.
quantfin.volatility.garch_asym: Asymmetric GARCH Fits the symmetric GARCH(1,1) model to returns data …
quantfin.volatility.garch_sym: Symmetric GARCH Fits the symmetric GARCH(1,1) model to returns data …