Quadratic GARCH-in-Mean Models for Volatility Feedback R package qgarch version 0.1.0 Fits quadratic generalized autoregressive conditional heteroskedasticity-in-mean (QGARCH-M) models motivated by Campbell and Hentschel (1992). The package supports models with lambda fixed at zero, lambda restricted to a function of the remaining parameters, lambda estimated freely, and a threshold extension with state-dependent lambda. It also provides tools for starting values, estimation, forecasting, likelihood-ratio testing, moment diagnostics, and replication with the included monthly U.S. stock market dataset. Software Depends: R (>= 4.1.0) Imports: MASS Suggests: testthat (>= 3.0.0) Sanghyun Hong <sanghyun.hong@canterbury.ac.nz> Comprehensive R Archive Network (CRAN) Jedrzej Bialkowski [aut], Sanghyun Hong [aut, cre], Moritz Wagner [aut] MIT + file LICENSE (https://CRAN.R-project.org/package=qgarch/LICENSE) 2026-05-07 application/tgz https://CRAN.R-project.org/package=qgarch doi:10.32614/CRAN.package.qgarch