Garch Models, Volatility Forecasting, Financial Modeling, Time Series Analysis, Python.
and performs out-of-sample testing to assess the model’s efficacy. # Data preprocessing to remove NaN or infinite values from arch import arch_model import yfinance as yf import numpy as np import pandas as pd data = data.dropna() data = data.replace([np.inf, -np.inf], np.nan).dropna() # Define