An interactive web dashboard for univariate GARCH(1,1) and multivariate DCC-GARCH(1,1) volatility modelling across user-selectable asset universes (11 S&P 500 sectors, stock/bond, NASDAQ vs SPX, ...
Try out the examples in the examples folder using the binder service. The package can also be installed on Google Colab using the commands: The easiest way to get started with the Control Systems ...
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