ENH: Add variance targetting GARCH model #250
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Codecov Report
@@ Coverage Diff @@
## master #250 +/- ##
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- Coverage 99.4% 98.72% -0.68%
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Files 31 31
Lines 9910 9989 +79
Branches 864 871 +7
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+ Hits 9851 9862 +11
- Misses 16 84 +68
Partials 43 43
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Add a VT GARCH model Note that inference isn't correct
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Add a VT GARCH model
Note that inference isn't correct