GARCHResult._from_fit#

classmethod GARCHResult._from_fit(fit, model)[source]#

Assemble the public result from a raw fit and its specification.

Parameters:

  • fit (_ShortMemoryVarianceFit) – The raw estimator output.

  • model (_ShortMemoryVarianceModel[GARCHResult]) – The specification, read for the series and the mean choice.

Return type:

GARCHResult

Returns:

The assembled result.

Example

>>> rng = np.random.default_rng(0)
>>> model = GARCH(rng.standard_normal(300), p=1, q=1)
>>> res = GARCHResult._from_fit(model._fit_family(), model)
>>> res.vol, res.mean, res.endog.shape
('GARCH', 'constant', (300,))