Garch Models, Volatility Forecasting, Financial Modeling, Time Series Analysis, Python.
(AIC, BIC), conduct backtesting and perform out-of-sample testing to assess the GARCH model’s performance in forecasting volatility. AIC: 13790.869973541776 BIC: 13809.430201903117 Backtesting Result: 3589.102920139574 By following these evaluation techniques, analysts can ensure the reliability