When using rugarch in publications, please cite:

To cite the rugarch package, please use:

Galanos A (2026). rugarch: Univariate GARCH models.. R package version 1.5-5.

Corresponding BibTeX entry:

  @Manual{,
    title = {rugarch: Univariate GARCH models.},
    author = {Alexios Galanos},
    year = {2026},
    note = {R package version 1.5-5.},
  }