pip install arch
from arch import arch_model
import tushare as ts
import pandas as pd
import numpy as np
sh=ts.get_hist_data('sh').sort_index()
sh['re']=np.log(sh['close']/sh[close].shift(1))
sh=sh.dropna()
am=arch_model(sh['re'])
model=am.fit(update_frq=0)
print(model.summary())