GARCHResult.has_leverage

property GARCHResult.has_leverage: bool

Whether an asymmetry block was estimated.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(400)
>>> GARCH(y, p=1, q=1).fit().has_leverage, GJR(y, p=1, o=1, q=1).fit().has_leverage
(False, True)