To cite package ‘GARCH.X’ in publications use:

  Zambom A, Alegrete V, Sagaran E, Israni A (2026). _GARCH.X:
  Estimation and Exogenous Covariate Selection for ARCH-m(X), Additive
  ARCH-m(x), and GARCH-X Models_. R package version 2.0,
  <https://CRAN.R-project.org/package=GARCH.X>.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {GARCH.X: Estimation and Exogenous Covariate Selection for ARCH-m(X),
Additive ARCH-m(x), and GARCH-X Models},
    author = {Adriano Zambom and Vincent Alegrete and Elijah Sagaran and Avni Israni},
    year = {2026},
    note = {R package version 2.0},
    url = {https://CRAN.R-project.org/package=GARCH.X},
  }