HIGHLIGHTS
- What: The GARCH(1,1) model is employed to forecast the volatility of NVIDIA stock, and it is evident that the model is capable of fitting the data well and is utilized to predict future conditional variance (volatility). This study shows the effective application of the GARCH model and its variants in real financial risk management.
- Who: Yufan Chen from the No, High School of Guiyang, Guiyang, China have published the paper: Application of GARCH Model in the Field of Finance, in the : Proceedings of the 8th International Conference on Economic Management and Green Development . . .
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