arch-py (conda): Autoregressive Conditional Heteroskedasticity (ARCH) and other tools for financial econometrics, written in Python  (with Cython and/or Numba used to improve performance)
Keywords: adf|arch|bootstrap|df-gls|dickey-fuller|finance|financial-econometrics|forecasting|model-confidence-set|multiple-comparison-procedures|phillips-perron|reality-check|risk|spa|time-series|unit-root|variance|volatility