EPISODE · Oct 26, 2020 · 1 MIN
Forecasting Volatility With GARCH Model-Volatility Analysis in Python
from Harbourfront Technologies · host Harbourfront Technologies
In a previous post, we presented an example of volatility analysis using Close-to-Close historical volatility. In this post, we are going to use the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model to forecast volatility. http://tech.harbourfronts.com/trading/forecasting-volatility-garch-model-volatility-analysis-python/
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