Multiple Change-Point Detection for High-Dimensional GARCH Processes R package segMGarch version 1.3 Implements a segmentation algorithm for multiple change-point detection in high-dimensional GARCH processes. It simultaneously segments GARCH processes by identifying 'common' change-points, each of which can be shared by a subset or all of the component time series as a change-point in their within-series and/or cross-sectional correlation structure. Software Imports: Rcpp (>= 0.12.12), foreach, iterators, doParallel, fGarch, corpcor, mvtnorm, methods LinkingTo: Rcpp,RcppArmadillo Suggests: MASS Karolos Korkas <kkorkas@yahoo.co.uk> Comprehensive R Archive Network (CRAN) Haeran Cho [aut], Karolos Korkas [aut, cre] GPL (>= 2) 2025-07-06 application/tgz https://CRAN.R-project.org/package=segMGarch doi:10.32614/CRAN.package.segMGarch