Figure 2. A plot of PGARCH, TGARCH and JGRGARCH volatility structural breaks after PELT algorithm

From

Modelling Change Point in GARCH Models

Amon kiregu, Anthony Waititu, Antony Ngunyi

American Journal of Applied Mathematics and Statistics. 2019, 7(4), 138-145 doi:10.12691/ajams-7-4-3