Similar experience over here. (G)ARCH models are severely underserved in Python, and I could not be bothered to learn a Probabilistic programming abstraction like Pyro or Stan just to build a quick prototype myself.

Chose Julia instead. Took 4 hours to get everything sorted out (including getting IT to allow Julias package manager to actually download stuff) and have the first model running just putting a paper into code. Since code is just writing the math, this is a vast communication improvement.

After fiddling around withit at home for a week, this was the first professional experience and I'm blown away.