Forecasting the volatility using Time Series

Installations & Python Packages
1

Hello there:



 I heard that volatility of stocks can be modeled using the GARCH(1,1) time series process…  if it is so… is there any library in python that actually has a method to fit this  process??





 If it is so… could you please tell me more about it??





Thanks a lot…

2

Hey Ghery,

You can use the arch Python library for volatility forecasting.



Also, I have shared some articles below that you may find helpful and interesting.

How to Predict Stock Volatility with Python

Forecasting Volatility with GARCH Model-Volatility Analysis in Python



Hope this helped!

3

Thanks a lot…