Conditional volatility

This module calculates conditional volatility and scaled innovations based on three models: GARCH, GJR-GARCH, and EWMA.

All models apply the rugarch::ugarchspec function under the normal distribution setting. GARCH uses the "sGARCH" model, GJR-GARCH uses the "gjrGARCH" model, and EWMA uses the "iGARCH" model.