Garch Models, Volatility Forecasting, Financial Modeling, Time Series Analysis, Python.
model using log returns data aic, bic, backtest, forecast_error = evaluate_model(data) # Print the evaluation results print(f'AIC: {aic}') print(f'BIC: {bic}') print(f'Backtesting Result: {backtest}') In this code snippet, we preprocess the data, fit a GARCH model, calculate evaluation metrics