Changes in version 1.0.6 (2026-02-10)                  

  - GJR-GARCH, TGARCH, APARCH, FIGJR-GARCH, FITGARCH and FIAPARCH
    pre-sample values have been stabilized slightly.
  - In dual models, where for some models in the volatility part
    pre-sample quantities are set through empirical values, a
    preliminary ARMA or FARIMA estimation step has been implemented to
    obtain their residuals and subsequently obtain the pre-sample values
    based on those residuals; this stabilizes estimated conditional
    standard deviations at the beginning of the training period; dual
    models with long-memory EGF part for the variance model stay fully
    unaffected.
  - fixed a bug in garch_sim, where the simulation failed, if no setting
    of phi in the list for argument pars was provided manually.

                 Changes in version 1.0.5 (2026-02-02)                  

  - a bug in the backtesting functions for output of
    measure_risk,fEGarch_distr_est-method was fixed that was introduced
    with package version 1.0.4; this did not affect the measure_risk
    function.
  - step size different from 1 in rolling volatility forecasts under
    model refitting now available for GARCH-type models different from
    the exponential GARCH family (was already and is available for
    exponential GARCH family models).

                 Changes in version 1.0.4 (2026-01-07)                  

  - the method predict_roll() now allows for refitting of the underlying
    model via the new argument refit_after during the test period.
  - measure_risk() and backtest functions take into account the
    potential refitting to compute risk measures and backtest
    quantities.
  - all fitting functions now include an argument skip_vcov to allow for
    skipping the variance-covariance matrix computation

                 Changes in version 1.0.3 (2025-11-07)                  

  - numerical stability of estimators improved regarding parameter mu in
    cases with strong outliers
  - some parameter default starting values were adjusted slightly to
    further increase numerical stability
  - typos in the documentation for trafflight_test,fEGarch_risk-method
    were fixed
  - some unnecessary elements in the manual for internal functions have
    been removed from the manual for improved clarity

                 Changes in version 1.0.2 (2025-09-11)                  

  - required package update for RcppArmadillo update to Armadillo 15.0.*
  - a bug was fixed, where for the nonparametric scale estimation always
    the automated bandwidth selection under long-memory errors was
    employed, even for short-memory models; now the functions select the
    appropriate bandwidth selection algorithm correctly for short- and
    long-memory models
  - a safety measure was included to avoid that the log-likelihood can
    become -Inf
  - math formulas were fully removed from the README, because they were
    not displayed properly on CRAN
  - some minor typos were corrected in the README

                 Changes in version 1.0.1 (2025-06-20)                  

  - a bug was fixed, where for most models except for EGARCH-type models
    the mean estimate was not considered properly in volatility
    forecasts
  - a bug was fixed, where for EGARCH-family models rolling point
    forecasts under the (skewed) ALD were erroneous
  - the mathematical formula in the README was not displayed correctly
    on the CRAN servers and was therefore removed entirely
  - the package description was adjusted to contain also information on
    the the more advanced models and backtesting capabilities of the
    package, making it easier for users to see what to expect from the
    package
  - the package title was adjusted to contain more information on the
    package's contents, making it easier for users to see what to expect
    from the package
  - a bug was fixed in the computation of the hessian matrix, where now
    it is caught if a hessian is not invertible through solve() and the
    fitting functions therefore now don't stop due to an error anymore
  - an additional dataset UKinflation was added to the package to show
    applications of the package beyond return data
  - some examples in the README were adjusted / added