GARCH model for infer volatility and return of stock

GARCH(1,1) model
108.0 次下载
更新时间 2020/6/7

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We used apple stock return here in the 1st line. You can plug in any stock return.

引用格式

G M Fahad Bin Mostafa (2024). GARCH model for infer volatility and return of stock (https://www.mathworks.com/matlabcentral/fileexchange/76694-garch-model-for-infer-volatility-and-return-of-stock), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.0