Congratulations!
1. Congratulations!
Congratulations on finishing this course. You did it!2. You did it
In this course, you have become familiar with GARCH models, a pioneering approach for modeling volatility developed by Nobel laureate professor Robert Engle. You have learned how to implement GARCH models in Python, use fitted models to make volatility forecast, and evaluate model performance. You also see GARCH models in action, learned about the dynamic VaR, covariance, Beta and their practical applications in financial risk and portfolio management.3. Going forward
Going forward, you can further explore your interests in Python, finance or investment management by learning advanced topics such as time series analysis, ARIMA models, capital asset pricing models and portfolio optimization techniques.4. Have fun and keep improving!
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