GARCH Model in Stock Volatility Analysis: ACF, PACF, and Dow Jones Industrial Average Index Example

June 24, 2022June 18, 2022 Kelly Donner

1. GARCH in R Code:

2. Using ACF and PACF to Identify Time Series Models:

3. Log Return in Stock Analysis:

Dow Index ARCH, GARCH, GARCH ACF PACF, Generalized Autoregressive Conditional Heteroskedasticity