* Calculate daily returns as percentage price changes and save it to the DataFrame sp_price in a new column called Return. * View the data by printing out the last 10 rows. * Plot the Return column ...
This project uses Python and the GARCH(1,1) model to forecast the volatility of the CSI 1000 Index based on historical data. It includes data acquisition, preprocessing, model fitting, volatility ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results