Simulation and Estimation of Log-GARCH Models R package lgarch version 0.7 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) Simulation and estimation of univariate and multivariate log-GARCH models. The main functions of the package are: lgarchSim(), mlgarchSim(), lgarch() and mlgarch(). The first two functions simulate from a univariate and a multivariate log-GARCH model, respectively, whereas the latter two estimate a univariate and multivariate log-GARCH model, respectively. Software Depends: R (>= 3.4.0), methods, zoo Genaro Sucarrat <genaro.sucarrat@bi.no> Comprehensive R Archive Network (CRAN) Genaro Sucarrat [aut, cre] GPL-2 2025-03-25 application/tgz https://CRAN.R-project.org/package=lgarch doi:10.32614/CRAN.package.lgarch