GARCH Models in Python

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Course Report - GARCH Models in Python

Course Report

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Course Features

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Duration

4 hours

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Delivery Method

Online

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Available on

Limited Access

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Accessibility

Mobile, Desktop, Laptop

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Language

English

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Subtitles

English

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Level

Intermediate

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Teaching Type

Self Paced

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Video Content

4 hours

Course Description

Finance is all about volatility. GARCH Python models are very popular for forecasting variance changes when working with time-dependent information. This course will show you how to use the GARCH models and which assumptions to make. This course teaches you how to predict volatility and evaluate model performance. Real-world data, including historical Tesla stock prices, will be used to give you practical experience in quantifying portfolio risks by using covariance, value-at-risk and stock beta calculations. You can apply the knowledge to many assets, including stocks and indices. This will allow you to use the GARCH models.

Course Overview

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Virtual Labs

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International Faculty

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Post Course Interactions

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Hands-On Training,Instructor-Moderated Discussions

Skills You Will Gain

Prerequisites/Requirements

Time Series Analysis in Python

What You Will Learn

Learn about GARCH Models, how to implement them and calibrate them on financial data from stocks to foreign exchange

This course will show you how and when to implement GARCH models, how to specify model assumptions, and how to make volatility forecasts and evaluate model performance

Using real-world data, including historical Tesla stock prices, you’ll gain hands-on experience of how to better quantify portfolio risks, through calculations of Value-at-Risk, covariance, and stock Beta

You’ll also apply what you’ve learned to a wide range of assets, including stocks, indices, cryptocurrencies, and foreign exchange, preparing you to go forth and use GARCH models

Course Instructors

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Chelsea Yang

Data Science Instructor

Chelsea is a senior quantitative analyst with over a decade experience working for top asset managers and financial institutions. She is a data science enthusiast and passionate about its application...

Course Reviews

Average Rating Based on 3 reviews

5.0

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