In this post we are going to discuss theĀ S&P 500 Exponential GARCH Asset Volatility model. The volatility model that we will develop in this post for S&P 500 can also be used for other indices like Dow Jones, Nasdaq, FTSE 100, DAX , CAC 40, Hang Seng etc as well as stocks like Apple,… Continue reading S&P 500 Exponential GARCH Volatility Model Using R