United States Dollar Index GARCH Volatility Analysis - V-Lab
Nov 21, 2025 · What's on this page?
Understanding and Implementing GARCH Models with PyTorch
Nov 14, 2025 · This blog will guide you through the fundamental concepts of GARCH models in the PyTorch environment, their usage methods, common practices, and best practices.
Quant Interview FAQ — Volatility Modeling | BagelQuant
6 days ago · A technical overview of volatility modeling, including historical volatility, GARCH, implied volatility, stochastic volatility models, and the foundations of modern vol surface …
Package 'mfGARCH' reference manual
Nov 4, 2025 · Simulate a GARCH-MIDAS similar to Wang/Ghysels with lagged RVol as covariate.
ARCH/GARCH and Volatility Models E-Course - Estima
6 days ago · This workbook is based upon the content of the RATS e-course on ARCH/GARCH and Volatility Models, offered in Fall 2012. Over the years, GARCH models have probably …
Exponential Spatiotemporal GARCH Model with Asymmetric …
Nov 7, 2025 · For estimation, we propose a quasi-maximum likelihood (QML) estimator and assess its finite-sample performance through Monte Carlo simulations. Empirically, we apply …
S&P 500 Index GARCH Volatility Analysis - V-Lab
4 days ago · Volatility analysis of S&P 500 Index using a GARCH model
Package 'garchx' reference manual
Nov 6, 2025 · Flexible and robust estimation and inference of GARCH (q,p,r)-X models, where q is the GARCH order, p is the ARCH order, r is the asymmetry or leverage order, and 'X' …
GitHub - easygl1der/lstm-garch-for-SPX-NDX
Nov 2, 2025 · This directory contains the research paper, experimental code, and results for a comparative study on hybrid LSTM-GARCH frameworks for volatility forecasting in the …
A comparative study on S&P 500 index return forecasting …
Nov 19, 2025 · This study investigates daily returns of the S&P 500 and systematically compares the predictive performance of ARIMA, GARCH, LSTM, and their hybrids under a unified data …