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MAINT: Make case less extreme
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bashtage committed Jan 5, 2024
1 parent ffe8292 commit 82b83ba
Showing 1 changed file with 1 addition and 1 deletion.
2 changes: 1 addition & 1 deletion arch/tests/univariate/test_volatility.py
Original file line number Diff line number Diff line change
Expand Up @@ -1431,7 +1431,7 @@ def test_figarch(setup, initial_value):
assert_equal(figarch.num_params, 4)
assert_equal(figarch.truncation, trunc_lag)

params = np.array([0.1, 0.2, 0.4, 1.1])
params = np.array([0.1, 1.01, 0.4, 0.0])
with pytest.warns(InitialValueWarning):
figarch.simulate(params, 1000, rng.simulate([]))

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