Univariate GARCH Models R package tsgarch version 1.0.4 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Multiple flavors of the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model with a large choice of conditional distributions. Methods for specification, estimation, prediction, filtering, simulation, statistical testing and more. Represents a partial re-write and re-think of 'rugarch', making use of automatic differentiation for estimation. Software Depends: R (>= 4.1.0), methods, tsmethods (>= 1.0.2) Imports: TMB (>= 1.7.20), Rcpp, nloptr, Rdpack, numDeriv, xts, zoo, future.apply, future, progressr, flextable, stats, utils, data.table, tsdistributions, lubridate, sandwich LinkingTo: Rcpp (>= 1.1.1), TMB(>= 1.7.20), RcppEigen Suggests: knitr, rmarkdown, testthat (>= 3.0.0) Alexios Galanos <alexios@4dscape.com> Comprehensive R Archive Network (CRAN) Alexios Galanos [aut, cre, cph] (ORCID: <https://orcid.org/0009-0000-9308-0457>) GPL-2 2026-05-23 application/tgz https://CRAN.R-project.org/package=tsgarch doi:10.32614/CRAN.package.tsgarch