GARCH Volatility Forecasts

  • By Admin
  • November 19, 2014
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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
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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
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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 →