This project investigates the modeling of financial market volatility using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, specifically focusing on the GARCH(1,1) specification. The S&P 500 index is selected as the underlying asset to demonstrate real-world applicability.
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This project investigates the modeling of financial market volatility using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, specifically focusing on the GARCH(1,1) specification. The S&P 500 index is selected as the underlying asset to demonstrate real-world applicability.
SubhamKhinchi/Volatility-Modeling-using-GARCH
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This project investigates the modeling of financial market volatility using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, specifically focusing on the GARCH(1,1) specification. The S&P 500 index is selected as the underlying asset to demonstrate real-world applicability.
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