A volatility forecasting model using XGBoost for the S&P 500 ETF (SPY), achieving RMSE of 0.0039 and R-squared of 0.9675. Delivered high predictive accuracy, offering valuable insights for risk management and financial asset analysis.
A volatility forecasting model using XGBoost for the S&P 500 ETF (SPY), achieving RMSE of 0.0039 and R-squared of 0.9675. Delivered high predictive accuracy, offering valuable insights for risk management and financial asset analysis.