Univariate GARCH-MIDAS, Double-Asymmetric GARCH-MIDAS and MEM-MIDAS R package rumidas version 0.1.3 Adds the MIxing-Data Sampling (MIDAS, Ghysels et al. (2007) <doi:10.1080/07474930600972467>) components to a variety of GARCH and MEM (Engle (2002) <doi:10.1002/jae.683>, Engle and Gallo (2006) <doi:10.1016/j.jeconom.2005.01.018>, and Amendola et al. (2024) <doi:10.1016/j.seps.2023.101764>) models, with the aim of predicting the volatility with additional low-frequency (that is, MIDAS) terms. The estimation takes place through simple functions, which provide in-sample and (if present) and out-of-sample evaluations. 'rumidas' also offers a summary tool, which synthesizes the main information of the estimated model. There is also the possibility of generating one-step-ahead and multi-step-ahead forecasts. Software Depends: R (>= 4.0.0), maxLik (>= 1.3-8) Imports: roll (>= 1.1.4), xts (>= 0.12.0), tseries (>= 0.10.47), Rdpack (>= 1.0.0), lubridate (>= 1.7.9), zoo (>= 1.8.8), stats (>= 4.0.2), utils (>= 4.0.2) Suggests: knitr, rmarkdown Vincenzo Candila <vcandila@unisa.it> Comprehensive R Archive Network (CRAN) Vincenzo Candila [aut, cre] GPL-3 2025-03-18 application/tgz https://CRAN.R-project.org/package=rumidas doi:10.32614/CRAN.package.rumidas