armagarch.errors.HessianError about armagarch

[iankhr]

Hi! This error may be a sign of a misspecified model. In particular, it happens when one of the parameter estimates is esentially zero and the variance-covariance matrix cannot be calculated. Ideally, try specifying another model.

If you still want to use the specific model, you can turn off estimation of variance-covariance matrix by setting estimatesOnly = True in fit as in the example below.

...
# turn off estimation of variance-covariance matrix
mdl.fit(estimatesOnly = True)
# summary will not work. Use .params to see the estimates instead
print(mdl.params)
...