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Citigroup Inc. (C) download data from yahoo finance Download daily prices of the given stock from yahoo finance. The following should be modelled for the
Citigroup Inc. (C)
download data from yahoo finance
Download daily prices of the given stock from yahoo finance.
The following should be modelled for the given stock: a. Estimated daily change in price b. Estimated daily price ranges at 90%, 95% and 99% confidence interval. c. Construct GARCH (1,1) model d. Using the constructed GARCH (1,1) model to forecast the volatilities of the stock prices for 10 days after the assigned historical period.
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