SVPosterior.volatility_quantiles#

SVPosterior.volatility_quantiles(levels=(0.05, 0.5, 0.95))[source]#

Pointwise posterior quantiles of the volatility, (len(levels), n).

Under the particle chain the path block holds one smoothed path, so the quantiles collapse to it; the parameter draws carry the uncertainty there.

Return type:

NDArray[double]