executing-plans
executing-plans
Use when executing an implementation plan in the current session as the implementer yourself — your human partner chose inline execution, or no subagent tool is available
volatility-modelsFit and troubleshoot PyFlux GARCH, EGARCH, EGARCH-in-mean, long-memory, and skew-t volatility models for heteroskedastic time series.
Independent GitHub snapshot · Automated classification · Original documentation governs
Use this sub-skill for conditional volatility work on return series: data prep, model choice, leverage, in-mean effects, forecasting, intervals, and post-fit checks.
GARCH, EGARCH, EGARCHM, LMEGARCH, SEGARCH, SEGARCHM, or EGARCHMReg.add_leverage() before fitting when the asymmetric news term is needed.fit, predict, predict_is, plot_fit, plot_predict, plot_predict_is, plot_sample, plot_ppc, plot_z, sample, and ppc on these volatility models.../univariate-models/SKILL.md../gas-models/SKILL.md../multivariate-models/SKILL.mdGARCH for plain conditional varianceEGARCH for t-based volatilityEGARCHM for EGARCH-in-meanLMEGARCH for long-memory volatilitySEGARCH / SEGARCHM for skew-t volatilityEGARCHMReg for regression-in-mean with exogenous regressorsadd_leverage() before fit() when you need leverage terms.summary(), plot_fit(), plot_z(), and then predict() / predict_is(); use sample() and ppc() only after BBVI or M-H.--section volatility: smoke helper.