ARMAGARCHResult._variance_label#

ARMAGARCHResult._variance_label()[source]#

Name the variance family and its order.

Example

>>> rng = np.random.default_rng(0)
>>> y = rng.standard_normal(500)
>>> ARMAGJR(y, ar_lags=1, ma_lags=1).fit()._variance_label()
'GJR(1, 1, 1)'
Return type:

str