mgarch: An R Package for MGARCH Processes

UPDATE: We've moved mgarch to GitHub.

MGARCH is a software library for R-Project to simulate and estimate various MGARCH processes. This project also provides convenience tools for preparing data, summarizing and visualizing results, prediction and documentation.

Latest version of mgarch can be downloaded with version: 0.00-1

This project is hosted at

Project details and latest information can be obtained as RSS feeds from following links:

Copyright © 2009 Harald Schmidbauer, Vehbi Sinan Tunalioglu, Angi Rösch.
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