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<p>Finance is all about volatility. GARCH Python models are very popular for forecasting variance changes when working with time-dependent information. This course will show you how to use the GARCH models and which assumptions to make. This course teaches you how to predict volatility and evaluate model performance. Real-world data, including historical Tesla stock prices, will be used to give you practical experience in quantifying portfolio risks by using covariance, value-at-risk and stock beta calculations. You can apply the knowledge to many assets, including stocks and indices. This will allow you to use the GARCH models.</p>

GARCH Models in Python

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