GARCH Volatility Modeling
Click here to see my GARCH volatility model (GitHub).
Goal
To train a model to predict the volatility of stocks in the next 7 days.
Results
I find that the GARCH(1,1) model is appropriate for predicting the volatility of the selected fund. Using this model, I predict the 7-day, daily volatilities of an ESG fund.
Helping you achieve analytics-driven success.
Locations
Auckland, New Zealand
Worldwide (Remote)
Contact
jayden@jaydenreuben.tech
+64 9 889 8031
Jayden Reuben 