| g05pec | Generates a realization of a time series from a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| g05pfc | Generates a realization of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g05pgc | Generates a realization of a time series from an exponential GARCH (EGARCH) process |
| g13fac | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| g13fbc | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| g13fcc | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| g13fdc | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| g13fec | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| g13ffc | Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |