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Exogenous variable in the Volatility Equation #635

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filanarfahz opened this issue Apr 3, 2023 · 1 comment
Closed

Exogenous variable in the Volatility Equation #635

filanarfahz opened this issue Apr 3, 2023 · 1 comment

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@filanarfahz
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I was wondering if it is possible to include an exogenous covariate in the volatility equation. Currently, the example shows the addition of an exogenous covariate in the mean equation, but not in the volatility equation.
@bashtage
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Closing as a duplicate of #160

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@bashtage @filanarfahz