arch: ARCH for Python

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library 8.0.0 ·python
verified May 22, 2026

ARCH is a Python library providing tools for financial econometrics, focusing on Autoregressive Conditional Heteroskedasticity (ARCH) models, unit root tests, cointegration analysis, and bootstrapping. It is actively developed with regular releases, with the current version being 8.0.0, requiring Python 3.10 or newer for optimal compatibility and performance.

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