GARCH model for infer volatility and return of stock

Version 1.0.0 (1.32 KB) by G M Fahad Bin Mostafa
GARCH(1,1) model
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Updated 7 Jun 2020

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We used apple stock return here in the 1st line. You can plug in any stock return.

Cite As

G M Fahad Bin Mostafa (2024). GARCH model for infer volatility and return of stock (https://www.mathworks.com/matlabcentral/fileexchange/76694-garch-model-for-infer-volatility-and-return-of-stock), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0