Economics, Econometrics and Finance
8 years ago

New method predicts stock market volatility with unprecedented accuracy.

Communications for Statistical Applications and Methods
Prediction of Conditional Variance under GARCH Model Based on Bootstrap Methods
Hee‐Young Kim, Man-Sik Park

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The article discusses how to predict future stock price movements using a statistical model called GARCH. The researchers used a method called bootstrap to estimate the uncertainty in their predictions. They found that this approach can help make more accurate forecasts for stock prices.