Can sm.tsa.MarkovAutoregression do on GARCH model?

[lawofearth]

Hello, I found your tools can do Makov switching on AR processes but if it able to do on GARCH?

I use this code

mod_hamilton = sm.tsa.MarkovAutoregression(GLD_ddate, k_regimes=2, order=1, switching_ar=True)

But I think it miss MA term.

Thanks!

[ChadFulton]

Unfortunately we don't yet have an ARMA specification for Markov switching models. We also don't have a GARCH model in Statsmodels, but you might be interested in the http://github.com/bashtage/arch package.

[lawofearth]

Thanks!
I have found this package, it contain only GARCH but not MS.