arma garch python

1import pandas as pd
2from garch import garch
3
4# load your data here
5data = pd.read_csv('PATH_TO_MY_DATA.csv') # file name
6
7# create garch object
8garchModel = garch(data, PQ = (1,1), poq = (1,0,1))
9# fit model in the data
10garchModel.fit()
11

1GARC-ARMA