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Arch

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Updated: 12 Jan 2026
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ARCH models in Python

## Overview
Arch is a specialized toolkit for estimating Autoregressive Conditional Heteroskedasticity (ARCH) models in Python, making it a valuable resource for data analysts and econometricians. Its capabilities enable users to effectively model and forecast financial time series data, catering to various needs in quantitative finance, risk management, and economic research.

With a focus on flexibility and usability, Arch equips practitioners with the necessary tools to analyze volatility and understand the dynamics of time series. Whether you're new to ARCH modeling or experienced in econometric methods, Arch aims to streamline your analysis while providing robust results.

## Features
- **Comprehensive Modeling Options**: Supports a variety of ARCH models, including GARCH, EGARCH, and GJR-GARCH, to handle different time series behaviors.
- **User-Friendly Interface**: Designed for ease of use, making it accessible for users with varying levels of programming expertise.
- **Integration with Pandas**: Seamlessly integrates with the Pandas library, allowing for straightforward data manipulation and analysis.
- **Diagnostic Tools**: Provides built-in diagnostic tests to evaluate model adequacy and verify assumptions, ensuring reliable results.
- **Simulation Capabilities**: Includes functionalities for simulating time series data, aiding in scenario analysis and risk assessment.
- **Rich Documentation**: Equipped with extensive documentation and examples, helping users navigate through model implementations effectively.
- **Active Community Support**: Benefits from an engaged community of users and contributors that provide ongoing assistance and updates.