ARIMA & GAUCH

[Chaitya_Shah_3jEM7 (Chaitya Shah)]

There anyone who has made ARIMA and GAUCH model for live trading? Wanted to make one and use it but know where to start from.

[Akshay_Nautiyal_2ycOh (Akshay Nautiyal)]

Hello Chaitya,

ARIMA is used to forecast price and GARCH is used to forecast volatility.

You can use this blog to delve into ARIMA.

You can read this well-cited paper which introduces ARCH/GARCH.