I have a set of financial time-series and need a working implementation of the DCC-GARCH model built in Python. Here is what I expect: • Clean, well-commented Python code (NumPy, pandas, arch, or other suitable libraries) that estimates a DCC-GARCH(1,1) on my return series. • A short notebook or script section that shows how to import raw price data, convert it to returns, fit the model, and output conditional correlations and volatilities. • Clear guidance on how to adjust model orders or constraints if I later experiment with different assets. • A brief write-up (a few paragraphs or in-notebook markdown) explaining your parameter choices and any diagnostic checks you run. Speed matters, but accuracy and reproducibility come first. If you have already coded similar models, point me to an example in your bid.