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bashtage / arch Public

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ENH: Add FIAPARCH volatility model#833

Open

gjunjie wants to merge 8 commits intobashtage:mainbashtage/arch:mainfrom

gjunjie:add-fiaparchgjunjie/arch:add-fiaparchCopy head branch name to clipboard

Conversation Commits8 (8)Checks Files changed

Open

ENH: Add FIAPARCH volatility model#833
gjunjie wants to merge 8 commits intobashtage:mainfrom
gjunjie:add-fiaparch

Commits

Commits on Apr 3, 2026

Add FIAPARCH volatility model
gjunjie
committed
Remove unused variables in FIAPARCH forecast and tests
gjunjie
committed
Add FIAPARCH to arch_model and fix bugs, expand tests
gjunjie
committed
Fix arch_model vol check and expand FIAPARCH reduced-order tests
gjunjie
committed
Expand FIAPARCH test coverage for edge cases and partial branches
gjunjie
committed

Commits on Apr 4, 2026

Remove partial branch in test_fiaparch to fix coverage
gjunjie
committed
Expand FIAPARCH updater tests and add reduce/setstate coverage
gjunjie
committed
Add __reduce__ and __setstate__ to pure-Python FIAPARCHUpdater
gjunjie
committed

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