Thanks for this. If you wanted to get started doing this kind of analysis in python check out the examples for the maturing pyMC3<p><a href="https:&#x2F;&#x2F;pymc-devs.github.io&#x2F;pymc3&#x2F;stochastic_volatility&#x2F;" rel="nofollow">https:&#x2F;&#x2F;pymc-devs.github.io&#x2F;pymc3&#x2F;stochastic_volatility&#x2F;</a>