GJR-GARCH simulations with Hansen skewed-t innovations, for option pricing and risk modeling. Each row pairs a parameter set Θ with inverse-CDF quantiles of terminal returns at a given maturity step.
Each example is a tuple (Θ, ti, x) where:
Θ = (alpha, gamma, beta, var0, eta, lam)
ti = maturity step index (integer steps)
x = vector of Q=512 quantiles at probabilitiesp = linspace(0.001, 0.999, 512)
Parameters are… See the full description on the dataset page:
https://huggingface.co/datasets/simu-ai/garch_densities.
