GARCH algo
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Does anyone know of a paid or free C# implementation of GARCH? I have thumbed thru few Excel spreadsheet samples and C++ code in Boost as well as statistics based library source ... but that implementation seems too complicated because I want something for educational purposes. May eventually move to the same industrial versions found in those library but it is difficult to start from there. GARCH stands for Generalized AutoRegressive Conditional Heteroskedasticity. It is a statistical algorithm