model = MIDAS(returns, order=(1, 1, 1), midas_lags=[5, 10, 15]) model_fit = model.fit() return model_fit ``` 然后,我们可以分别对季度数据和每日数据进行拟合,并查看拟合结果。 ```python #对季度数据拟合GARCH模型 model_fit_qtr = fit_garch(returns_qtr_inter_adjusted) print(model_fit...