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Thread Subject:
price prediction using Garch/Arch

Subject: price prediction using Garch/Arch

From: Amol

Date: 11 Aug, 2012 13:30:12

Message: 1 of 2

I have got the prices of a share of past 500 days. I want to apply GARCH/ARCH technique to predict the future prices of the share. How can I go about doing it.

Subject: price prediction using Garch/Arch

From: Justin Ashmall

Date: 12 Aug, 2012 11:01:06

Message: 2 of 2

"Amol" wrote in message <k05mp4$gu9$1@newscl01ah.mathworks.com>...
> I have got the prices of a share of past 500 days. I want to apply GARCH/ARCH technique to predict the future prices of the share. How can I go about doing it.

Rather than posting "do my homework" style questions, you're much more likely to get a response by mentioning what research you've done, what you've tried so far and what hasn't worked.
There's so much official and non-official garch stuff out there, your question makes it sound like you've not even bothered looking yourself.

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