garch 1.2.2 → 1.2.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.md +6 -3
- package/build/index.cjs +2 -0
- package/build/index.mjs +2 -0
- package/package.json +1 -1
- package/types.d.ts +1 -0
package/README.md
CHANGED
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@@ -33,7 +33,8 @@ const result = predict(candles, '4h');
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// {
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// currentPrice: 97500,
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// sigma: 0.012, // 1.2% per-period volatility
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// move: 1177, // upward expected move (upper - current)
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// move: 1177, // upward expected move (upper - current), in dollars
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// movePercent: 1.21, // upward expected move, in percent (0–100)
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// upperPrice: 98677, // P·exp(+σ) — ceiling
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// lowerPrice: 96337, // P·exp(-σ) — floor
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// modelType: 'egarch',
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@@ -87,7 +88,8 @@ Higher confidence = wider corridor. `sigma` stays the same (it's the model's vol
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interface PredictionResult {
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currentPrice: number; // Reference price
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sigma: number; // One-period volatility (decimal, e.g. 0.012 = 1.2%)
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move: number; // Upward price move = upperPrice - currentPrice
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move: number; // Upward price move = upperPrice - currentPrice (dollars)
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movePercent: number; // Upward price move in percent (0–100), e.g. 1.21 = 1.21%
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upperPrice: number; // P · exp(+z·σ)
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lowerPrice: number; // P · exp(-z·σ)
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modelType: 'garch' | 'egarch' | 'gjr-garch' | 'har-rv' | 'novas'; // Auto-selected model
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@@ -108,7 +110,8 @@ const range = predictRange(candles, '4h', 5);
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// {
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// currentPrice: 97500,
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// sigma: 0.027, // cumulative ~2.7% over 5 candles
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// move: 2669, // upward expected move
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// move: 2669, // upward expected move, in dollars
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// movePercent: 2.74, // upward expected move, in percent (0–100)
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// upperPrice: 100169, // P·exp(+z·σ)
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// lowerPrice: 94901, // P·exp(-z·σ)
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// modelType: 'egarch',
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package/build/index.cjs
CHANGED
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@@ -1793,6 +1793,7 @@ function predict(candles, interval, currentPrice, confidence = 0.6827) {
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currentPrice,
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sigma,
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move: upperPrice - currentPrice,
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movePercent: (upperPrice / currentPrice - 1) * 100,
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upperPrice,
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lowerPrice,
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reliable: checkReliable(fit),
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@@ -1819,6 +1820,7 @@ function predictRange(candles, interval, steps, currentPrice, confidence = 0.682
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currentPrice,
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sigma,
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move: upperPrice - currentPrice,
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movePercent: (upperPrice / currentPrice - 1) * 100,
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upperPrice,
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lowerPrice,
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reliable: checkReliable(fit),
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package/build/index.mjs
CHANGED
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@@ -1791,6 +1791,7 @@ function predict(candles, interval, currentPrice, confidence = 0.6827) {
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currentPrice,
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sigma,
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move: upperPrice - currentPrice,
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movePercent: (upperPrice / currentPrice - 1) * 100,
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upperPrice,
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lowerPrice,
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reliable: checkReliable(fit),
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@@ -1817,6 +1818,7 @@ function predictRange(candles, interval, steps, currentPrice, confidence = 0.682
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currentPrice,
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sigma,
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move: upperPrice - currentPrice,
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movePercent: (upperPrice / currentPrice - 1) * 100,
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upperPrice,
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lowerPrice,
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reliable: checkReliable(fit),
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package/package.json
CHANGED
package/types.d.ts
CHANGED