As the title says, could I use this package to simulate a large number of sample paths from a GARCH model for use in Monte Carlo simulations using this package? If so, how? Because, from what I can tell, the ARCHModel.simulate() function only allows you to simulate one path at time, which is much too slow for a Monte Carlo simulation. Am I mistaken about this, or is there a different way to simulate a large number of sample paths using the package?
If there is no way to simulate multiple paths at once, are there any plans to add this feature in the future?
As the title says, could I use this package to simulate a large number of sample paths from a GARCH model for use in Monte Carlo simulations using this package? If so, how? Because, from what I can tell, the ARCHModel.simulate() function only allows you to simulate one path at time, which is much too slow for a Monte Carlo simulation. Am I mistaken about this, or is there a different way to simulate a large number of sample paths using the package?
If there is no way to simulate multiple paths at once, are there any plans to add this feature in the future?