GARCH Volatility Forecasts
- By Admin
- November 19, 2014
- Comments Off on GARCH Volatility Forecasts
Theory The generalized autoregressive conditional heteroskedasticity (GARCH) model is used to model historical and forecast future volatility levels of a marketable security (e.g., stock prices, commodity prices, oil prices, etc.). … Continue Reading →
J-Curve and S-Curve Forecasts
- By Admin
- November 12, 2014
- Comments Off on J-Curve and S-Curve Forecasts
Theory The J curve, or exponential growth curve, is one where the growth of the next period depends on the current period’s level and the increase is exponential. This phenomenon … Continue Reading →
Nonlinear Extrapolation
- By Admin
- November 5, 2014
- Comments Off on Nonlinear Extrapolation
Theory Extrapolation involves making statistical forecasts by using historical trends that are projected for a specified period of time into the future. It is only used for time-series forecasts. For … Continue Reading →
Recent Comments