gogarch

Generalized Orthogonal GARCH (GO-GARCH) Models

v0.7-6 · Jan 24, 2026 · GPL (>= 2)

Description

Provision of classes and methods for estimating generalized orthogonal GARCH models. This is an alternative approach to CC-GARCH models in the context of multivariate volatility modeling.

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CRAN Check Status

14 OK

Show all 14 flavors

Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	OK	100.2s
r-devel-linux-x86_64-debian-gcc	OK	75.1s
r-devel-linux-x86_64-fedora-clang	OK	148.9s
r-devel-linux-x86_64-fedora-gcc	OK	146.6s
r-devel-macos-arm64	OK	25s
r-devel-windows-x86_64	OK	111s
r-oldrel-macos-arm64	OK	31s
r-oldrel-macos-x86_64	OK	92s
r-oldrel-windows-x86_64	OK	135s
r-patched-linux-x86_64	OK	96.7s
r-release-linux-x86_64	OK	94.6s
r-release-macos-arm64	OK	29s
r-release-macos-x86_64	OK	81s
r-release-windows-x86_64	OK	109s

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Version History

new 0.7-6 Mar 10, 2026

updated 0.7-6 ← 0.7-5 diff Jan 23, 2026

updated 0.7-5 ← 0.7-2 diff Apr 28, 2022

updated 0.7-2 ← 0.7-1 diff Jul 27, 2012

updated 0.7-1 ← 0.7-0 diff Jan 5, 2012

updated 0.7-0 ← 0.6-9 diff Mar 23, 2011

updated 0.6-9 ← 0.6-8 diff May 3, 2009

updated 0.6-8 ← 0.6-7 diff Mar 8, 2009

updated 0.6-7 ← 0.6-6 diff Feb 23, 2009

new 0.6-6 Feb 11, 2009