ARCH Garch Volatility
ARCH Garch Volatility: ARCH Garch Volatility: specialized toolkit for 3+ finance workflows covered in the triggers section.
Overview
Constraints
Evidence Quality
Medium confidence — review before critical use
77 non-negotiable constraints
WHENWhen implementing data input for ARCH model initialization
ACTIONvalidate that input data contains only finite values using np.all(np.isfinite) before any numeric computation
CONSEQUENCEOptimizers and recursive variance computations will produce NaN/inf results, causing the entire model estimation to fail silently with meaningless outputs
WHENWhen implementing data input for ARCH model initialization
ACTIONconvert each input data to contiguous float64 arrays using np.ascontiguousarray before storing in self._y
CONSEQUENCENon-contiguous arrays or non-float64 types will cause buffer errors in Cython/Numba optimized recursive computations, leading to segmentation faults or incorrect variance calculations
WHENWhen initializing ARCH models with data
ACTIONpass None as input data without raising RuntimeError when attempting to fit the model
CONSEQUENCEFitting attempt with no data will cause cryptic errors in scipy optimize or segfault in Cython recursions
FAQ
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Changelog
v0.1.0: Initial release on Doramagic.ai. Auto-generated batch-v1 metadata and FAQs based on tangweigang-jpg/doramagic-skills.