Financial Analysis In R 'link' Jun 2026

market_returns <- market_prices %>% tq_transmute(select = adjusted, mutate_fun = periodReturn, period = "daily", type = "log", col_rename = "market_returns")

spec <- ugarchspec(variance.model = list(model = "sGARCH", garchOrder = c(1,1)), mean.model = list(armaOrder = c(0,0), include.mean = TRUE), distribution.model = "norm")