pymgarch
Multivariate GARCH for Python: DCC, ADCC, CCC on top of arch marginals, validated against rmgarch/tsmarch.
pymgarch has been downloaded 2,299 times in total on PyPI, including 2,299 in the last 30 days. The latest version is 0.4.0, released Sep 27, 2026.
Version0.4.0
Downloads
2.30k
License—
AuthorMarwin Steiner
Downloads
Weekly, last 90d.
Includes CI traffic.
VersionsTotal0.*
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Stack: OffCI: Included2 / 7 series
Selected total4.60k
2.3kAll-time
2.3kLast 30 days
35Last 24 h
<0.01/sPer second
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Version distribution
Share of downloads by released version. Computed over the last quarter.
- 0119.0%
0.1.1
437 downloadsDownloads43719.0% - 0218.2%
0.1.2
419 downloadsDownloads41918.2% - 0317.3%
0.1.0
398 downloadsDownloads39817.3% - 0416.2%
0.3.0
372 downloadsDownloads37216.2% - 0515.6%
0.2.0
359 downloadsDownloads35915.6% - 0613.7%
0.4.0
314 downloadsDownloads31413.7%
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