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Add Markov Switching GARCH volatility model
- #791
#791
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wday0507
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Add Markov Switching GARCH volatility model
#791
wday0507
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bashtage/arch:main
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wday0507:feature/msgarch
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Commits on Oct 9, 2025
fix typos
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fix: raise upper bound on setuptools-scm from 9 to 9.3
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fix: remove [toml]
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Update setuptools_scm version in pyproject.toml
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Update setuptools_scm version in pyproject.toml
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MAINT: Upgrade pytest to 8.4.1
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TYP: Fix small typing issue
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Implement MS GARCH
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add polymorphic compute_filtered_probs to VolatilityProcess and MSGARCH. store filtered_probs in ARCHModelResult
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added _initialise_vol method in VolatilityProcess with MSGARCH override
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fix: remove trailing whitespace and clean code style
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WIP: save changes before rebase
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