Modeling & Predicting stock prices with volatility analysis
Version 1.0.0.0 (4.53 KB) by
Karan Mendiratta
Ito's Lemma, Heteroskedasticity (GARCH) model, Brownian Motion
Academic Project aimed at capturing, modeling and predicting stock behavior
Cite As
Karan Mendiratta (2026). Modeling & Predicting stock prices with volatility analysis (https://www.mathworks.com/matlabcentral/fileexchange/29020-modeling-predicting-stock-prices-with-volatility-analysis), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R2010a
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
- Computational Finance > Financial Toolbox >
- Computational Finance > Econometrics Toolbox > Conditional Variance Models >
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| Version | Published | Release Notes | |
|---|---|---|---|
| 1.0.0.0 |
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