Is it possible to use the GATCH11 likelihood with nonzero mean? I want to implement the heteroscedastic variance, and am using a for loop in the model (I would use a scan, but I am unsure how to store the intermediate variables). Any thoughts?

GARCH11 with nonzero mean?

ricardoV94 January 31, 2023, 7:41pm 12

Does any model work? How did you install PyMC5? The official instructions are here: Installation — PyMC 5.0.2 documentation

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