Congratulations!

GARCH Models in Python

Chelsea Yang

Data Science Instructor

You did it

• Fit GARCH models
• Make volatility forecast
• Evaluate model performance
• GARCH in action: VaR, covariance, Beta

Going forward

• Time series analysis
• ARIMA (AutoRegressive Integrated Moving Average) models
• CAPM (Capital Asset Pricing Model)
• Portfolio optimization

Have fun and keep improving!

GARCH Models in Python