• Fixed a bug that prevented 1-step forecasts with exogenous regressors
• Added the Generalized Error Distribution for univariate ARCH models
• Fixed a bug in MCS when using the max method that prevented all included models from being
  listed
• Added FixedVariance volatility process which allows pre-specified variances to be used with
  a mean model. This has been added to allow so-called zig-zag estimation where a mean model is
  estimated with a fixed variance, and then a variance model is estimated on the residuals using
  a ZeroMean variance process.

Release containing all changes since 4.1 including:

• Fixed a bug that prevented fix from being used with a new model (:issue:156)
• Added first_obs and last_obs parameters to fix to mimic fit
• Added ability to jointly estimate smoothing parameter in EWMA variance when fitting the model

Minor release with bug fixes and the FixedVariance process.
Adds support for 3.6 in anaconda.org.

Variance forecasting to ARCH models

Primarily doc fixes and a few bugs squished. No major new features.

Added a small number of features, primarily the fix method which allows models to be "fit" using
user-specified parameters.

New release featuring many small fixes and three multiple comparison procedures:

• Test of Superior Predictive Ability (Reality Check)
• Model Confidence Set
• Stepwise Multiple Comparison

Included code to perform unit root tests.

• Reorganized the ARCH code to allow expansion
• Added a comprehensive bootstrap framework for future application in multiple comparison tests

Initial release of arch. Matches code available on pypi and binstar.