| G05PEF | Generates a realisation of a time series from a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| G05PFF | Generates a realisation of a time series from an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G05PGF | Generates a realisation of a time series from an exponential GARCH (EGARCH) process |
| G13FAF | Univariate time series, parameter estimation for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| G13FBF | Univariate time series, forecast function for either a symmetric GARCH process or a GARCH process with asymmetry of the form (εt − 1 + γ)2 |
| G13FCF | Univariate time series, parameter estimation for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| G13FDF | Univariate time series, forecast function for a GARCH process with asymmetry of the form (|εt − 1| + γεt − 1)2 |
| G13FEF | Univariate time series, parameter estimation for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G13FFF | Univariate time series, forecast function for an asymmetric Glosten, Jagannathan and Runkle (GJR) GARCH process |
| G13FGF | Univariate time series, parameter estimation for an exponential GARCH (EGARCH) process |
| G13FHF | Univariate time series, forecast function for an exponential GARCH (EGARCH) process |