I want to replicate this article “Do Bitcoin and other cryptocurrencies jump together?” .
this article for estimatingARMA-GARCH model follows the following steps in the images=
step 1 /step 2/step 3/step 3/step 4/step 5/step 6

I am sorry for posting these images, because it’s hard to write all the formulas.now i don’t know how to estimate these models in python or any other languages.If anyone knows anything please let me know.
thanks
i tried regular ARMA-GARCH models in python but i think that’s not right