To cite package ‘tsgarch’ in publications use:

  Galanos A (2026). _tsgarch: Univariate GARCH Models_. R package
  version 1.0.5, <https://github.com/tsmodels/tsgarch>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {tsgarch: Univariate GARCH Models},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.0.5},
    url = {https://github.com/tsmodels/tsgarch},
  }
