Arch Linux Python 3.7
sudo pacman -S yay
yay -S python37
patrick204nqh
sudo pacman -S yay
yay -S python37import datetime as dt
import pandas_datareader.data as web
from arch import arch_model
start = dt.datetime(2000, 1, 1)
end = dt.datetime(2014, 1, 1)
sp500 = web.DataReader('^GSPC', 'yahoo', start=start, end=end)
returns = 100 * sp500['Adj Close'].pct_change().dropna()
am = arch_model(returns)