Garch Models, Volatility Forecasting, Financial Modeling, Time Series Analysis, Python.
from arch import arch_model # Download data with yfinance ticker = 'AAPL' start_date = '2010-01-01' end_date = '2024-04-30' data = yf.download(ticker, start=start_date, end=end_date) # Calculate log returns data['log_return'] = np.log(data['Adj Close'] / data['Adj Close'].shift(1)) # Data