Volatility Prediction in Financial Markets

This is a research project that introduces a new method of forecasting volatility in financial markets. It builds on existing research on Volatility Forecasting Techniques like GARCH and Implied Volatility of Option Contracts and proposes a novel method of combining the two methods to devise a more accurate forecast.

Tech Stack: Python, Statistical Modelling, Time Series Analysis, Regression Analysis, Pandas, Numpy, Matplotlib, Arch

View the paper here.