How to forecast volatility with GARCH. Professional options traders don’t make bets that stocks will go up or down. They look for mispricings in the market. Mispricing happens when the market price is different than what a model says the price should be.

The Volatility Forecasting Web App is a powerful tool for analyzing and predicting financial asset volatility. Users can upload historical data and utilize advanced models like GARCH and LSTM neural networks to forecast future volatility. This app empowers traders and analysts to make informed decisions based on robust volatility predictions.

A GARCH (1,1) model predicting conditional volatility based on the historical performance of Carvana (CVNA)'s stock

A Streamlit-based Volatility & Risk Analysis Tool that allows traders and investors to analyze stock market risk using historical volatility, Value at Risk (VaR), Expected Shortfall (ES), and GARCH modeling, with interactive visualizations.

This project aims to forecast the volatility of SPY and VTI ETFs using garch model. The forecasted volatility can provide valuable insights for investors and traders in managing risk and making informed decisions in the stock market.