Questions tagged [arch]

Arch is a valuable Python library that offers functionality for fitting univariate volatility models, conducting bootstrapping, performing multiple comparison procedures, and executing unit root tests. If you have any questions related to the arch package, feel free to tag them with this label.

What is the method to specify nu=4.0 (or any desired value) when utilizing the StudentsT() distribution in arch_model within Python?

How can I set nu=4.0 in this situation? model = arch_model(data) from arch.univariate import StudentsT model.distribution = StudentsT() ...

pythonmodeldistributionarch