Overview
Context of the GARCH Models in Python course at Data Camp
Volatility is an essential concept in finance, which is why GARCH models in Python are a popular choice for forecasting changes in variance, specifically when working with time-series data that are time-dependant.
Using real-world data, including historical Tesla stock prices, you’ll gain hands-on experience of how to better quantify portfolio risks, through calculations of Value-at-Risk, covariance, and stock Beta. You’ll also apply what you’ve learned to a wide range of assets, including stocks, indices, cryptocurrencies, and foreign exchange, preparing you to go forth and use GARCH models.
Programme Structure
Chapters
- GARCH Model Fundamentals
- GARCH Model Configuration
- Model Performance Evaluation
- GARCH in Action
Key information
Duration
- Part-time
- 1 days
Start dates & application deadlines
You can apply for and start this programme anytime.
Language
English
Delivered
Online
Disciplines
Software Engineering View 548 other Short Courses in Software Engineering in United StatesAcademic requirements
We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.
English requirements
We are not aware of any English requirements for this programme.
Other requirements
General requirements
PREREQUISITES
- Time Series Analysis in Python
Tuition Fee
To always see correct tuition fees
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International
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 days. -
National
FreeTuition FeeBased on the tuition of 0 USD for the full programme during 1 days.
Basic Access: Free; Premium (for individuals): $12.42 per month billed annually; Teams: $25 per month billed annually; Enterprise: Contact sales for pricing
Funding
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