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RJT1990 / pyflux

Open source time series library for Python
BSD 3-Clause "New" or "Revised" License
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Incorrect GARCH forecasts #56

Closed RJT1990 closed 7 years ago

RJT1990 commented 7 years ago

Conditional volatility forecasts are incorrect - decay to zero. To be fixed asap for next release.

RJT1990 commented 7 years ago

Fixed - will be in next release