backtest_var            Backtest Value at Risk and Expected Shortfall
coef.stochvolTMB        Extract parameter estimates and their
                        covariance matrix
compare_models          Fit several models and compare them
estimate_parameters     Estimate parameters for the stochastic
                        volatility model
forecast_var_es         Value at Risk and Expected Shortfall for
                        several days ahead
logit                   Logit transformation from the real line to (-1,
                        1).
plot.stochvolTMB        Plot the estimated latent volatility process
plot_diagnostics        Diagnostic plots based on one-step-ahead
                        residuals
plot_returns            Plot returns with bands from the fitted model
plot_var                Plot returns with the one-step-ahead Value at
                        Risk
predict.stochvolTMB     Predict future returns and future volatilities
residuals.stochvolTMB   Calculate one-step-ahead (OSA) residuals for
                        stochastic volatility model.
run_shiny_demo          Run the shiny demo
sim_sv                  Simulate log-returns from a stochastic
                        volatility model
simulate_parameters     Simulate from the asymptotic distribution of
                        the parameter estimates
spy                     Daily closing prices for the S&P500 from 2005
                        to 2018.
summary.stochvolTMB     Summary tables of model parameters
summary.stochvolTMB_predict
                        Calculate quantiles based on predictions from
                        the predictive distribution
var_es                  One-step-ahead Value at Risk and Expected
                        Shortfall
