Thread Subject:

price prediction using Garch/Arch

I have got the prices of a share of past 500 days. I want to apply GARCH/ARCH technique to predict the future prices of the share. How can I go about doing it.

"Amol" wrote in message <k05mp4$gu9$1@newscl01ah.mathworks.com>...
> I have got the prices of a share of past 500 days. I want to apply GARCH/ARCH technique to predict the future prices of the share. How can I go about doing it.

Rather than posting "do my homework" style questions, you're much more likely to get a response by mentioning what research you've done, what you've tried so far and what hasn't worked.
There's so much official and non-official garch stuff out there, your question makes it sound like you've not even bothered looking yourself.