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PhuongLeHo

Le Ho Nguyet Phuong

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Apple Share Price Time Series GARCH model
In this project, we are going to diagnose changing in volatility of Apple stock price( conditional heteroskedasticity) and incorporate GARCH model to tackle this issue and perform price forecasting.
Apple Share Price Time Series GARCH model
We use GARCH to model conditional heteroskedasticity of Apple share price daily return and simulate one year ahead price