# How do I fit TGARCH-X model using ARCHModels.jl

**URL:** https://discourse.julialang.org/t/how-do-i-fit-tgarch-x-model-using-archmodels-jl/87558
**Category:** Statistics
**Tags:** statistics
**Created:** [September 21, 2022, 9:29am UTC](https://discourse.julialang.org/t/how-do-i-fit-tgarch-x-model-using-archmodels-jl/87558 "2022-09-21T09:29:42Z")
**Posts on this page:** 3
**Page:** 1

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### Author: ![ultratrader](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ultratrader/32/42836_2.png) [@ultratrader](https://discourse.julialang.org/u/ultratrader)
#### Post date: [September 21, 2022, 9:29am UTC](https://discourse.julialang.org/t/how-do-i-fit-tgarch-x-model-using-archmodels-jl/87558/1 "2022-09-21T09:29:42Z")

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How do I fit a GARCH model with leverage effect as well as additional explanatory variables using ARCHModels.jl library? I can’t find any documentation about this in:  
[https://s-broda.github.io/ARCHModels.jl/stable/](https://s-broda.github.io/ARCHModels.jl/stable/)

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### Author: ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)
#### Post date: [September 21, 2022, 12:31pm UTC](https://discourse.julialang.org/t/how-do-i-fit-tgarch-x-model-using-archmodels-jl/87558/2 "2022-09-21T12:31:02Z")

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Believe what you are looking for is the `Regression` option for the `meanspec`

[https://s-broda.github.io/ARCHModels.jl/dev/univariatetypehierarchy/#meanspec](https://s-broda.github.io/ARCHModels.jl/dev/univariatetypehierarchy/#meanspec)

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### Author: ![ultratrader](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/ultratrader/32/42836_2.png) [@ultratrader](https://discourse.julialang.org/u/ultratrader)
#### Post date: [September 21, 2022, 12:48pm UTC](https://discourse.julialang.org/t/how-do-i-fit-tgarch-x-model-using-archmodels-jl/87558/3 "2022-09-21T12:48:00Z")

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Ok, I’ll try it. if it works, I’ll compare the result with rugarch package from R
