Add Markov Switching GARCH volatility model#791

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wday0507 wants to merge 12 commits into

bashtage:mainfrom

wday0507:feature/msgarch

Commits on Oct 9, 2025

fix typos

partev
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wday0507
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fix: raise upper bound on setuptools-scm from 9 to 9.3

riz0id
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wday0507
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fix: remove [toml]

riz0id
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wday0507
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Update setuptools_scm version in pyproject.toml

bashtage
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wday0507
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Update setuptools_scm version in pyproject.toml

bashtage
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wday0507
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MAINT: Upgrade pytest to 8.4.1

bashtage
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wday0507
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TYP: Fix small typing issue

bashtage
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wday0507
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Implement MS GARCH
wday0507
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add polymorphic compute_filtered_probs to VolatilityProcess and MSGARCH. store filtered_probs in ARCHModelResult
wday0507
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added _initialise_vol method in VolatilityProcess with MSGARCH override
wday0507
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fix: remove trailing whitespace and clean code style
wday0507
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WIP: save changes before rebase
wday0507
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