Skip to main content
Pre-release

This release is a pre-release and may not be stable for production use.

Auto-GARCH

Regime-aware volatility modeling with automatic GARCH fitting.

Usage

from auto_garch import AutoGarch, Config

csv_path = "SPY.csv" value_col = "Close" date_col = "Date"

pipeline = AutoGarch(Config()) result = pipeline.run(csv_path, value_col, date_col)

Metadata

Release files for auto-garch 0.1.0a0

For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.

Source distribution (sdist)

Source distribution for auto-garch 0.1.0a0
File Size Uploaded Provenance
auto_garch-0.1.0a0.tar.gz 10.8 kB Without provenance Details

Built distribution (wheel)

Table of built distributions (wheels) for auto-garch 0.1.0a0
File Interpreter ABI Platform
auto_garch-0.1.0a0-py3-none-any.whl Python 3 none any Details

Total release size: 21.6 kB

Release files / auto_garch-0.1.0a0.tar.gz

Download URL auto_garch-0.1.0a0.tar.gz
Size 10.8 kB
Tags Source
SHA-256 checksum
How to use checksums
f493e6aee45be1f21fa8ff3da5be6680307efd885bf64a593e9bd74db1027fdd
BLAKE2b-256 checksum
How to use checksums
9377cbabe8ea145193b631ecb1ccd38b794d90360f0c60ea7aaa38efafa3b62f
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via twine/6.1.0 CPython/3.11.7

Release files / auto_garch-0.1.0a0-py3-none-any.whl

Download URL auto_garch-0.1.0a0-py3-none-any.whl
Size 10.7 kB
Tags Python 3
SHA-256 checksum
How to use checksums
be43aebb2f9ad6a79f9b9e5f42e672be94513918e4ca6d8348b2c176f2b5625e
BLAKE2b-256 checksum
How to use checksums
60fcd19cf938fd9aac17262a44a423d85fb98b842b0f55b03722208dd392523a
Upload date
Uploaded using Trusted Publishing?
What is trusted publishing?
No
Uploaded via twine/6.1.0 CPython/3.11.7

Security for auto-garch 0.1.0a0

Provenance

Provenance describes where a file came from. On PyPI, provenance is shared via attestations, which provide a verifiable record of the build or publishing details. View details, limitations and caveats.

No provenance found

None of the files in this release were uploaded with provenance metadata.

A note on package security

PyPI is a repository for distributing packages, not a service for auditing them. While third-party security researchers and our staff do their best to detect and remove malicious packages, PyPI cannot guarantee the quality, security or suitability of any given package.

Release history Release notifications | RSS feed

This release
Anthropic, PBC Visionary sponsor Bloomberg Visionary sponsor Hudson River Trading Visionary sponsor Meta Visionary sponsor NVIDIA Visionary sponsor Microsoft Sustainability sponsor Depot Continuous Integration AWS Cloud computing and Security Sponsor Datadog Monitoring Fastly CDN Google Download Analytics Sentry Error logging StatusPage Status page