* Calculate daily returns as percentage price changes and save it to the DataFrame sp_price in a new column called Return. * View the data by printing out the last 10 rows. * Plot the Return column ...
This project develops and evaluates a hybrid volatility forecasting system that combines traditional econometric models (GARCH-family) with deep learning architectures (LSTM/DNN). The goal is to ...
Volatility forecasting is a key component of modern finance, used in asset allocation, risk management, and options pricing. Investors and traders rely on precise volatility models to optimize ...