Robust Garch(1,1) Model R package robustGarch version 0.4.2 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) A method for modeling robust generalized autoregressive conditional heteroskedasticity (Garch) (1,1) processes, providing robustness toward additive outliers instead of innovation outliers. This work is based on the methodology described by Muler and Yohai (2008) <doi:10.1016/j.jspi.2007.11.003>. Software Depends: R (>= 4.3.0) Imports: Rsolnp, nloptr, rugarch, zoo, xts Suggests: rmarkdown, testthat, PCRA Echo Liu <yuhong.echo.liu@gmail.com> Comprehensive R Archive Network (CRAN) Echo Liu [aut, cre], Daniel Xia [aut], R. Douglas Martin [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=robustGarch/LICENSE) 2025-04-28 application/tgz https://CRAN.R-project.org/package=robustGarch doi:10.32614/CRAN.package.robustGarch