Indicators: GARCH

Automated-Trading 2015.04.10 14:36

A fractal volatility indicator based on the GARCH model by Tim Bollerslev.

Fig. 1. The GARCH indicator

הטרנסצנדנטלי בעל-חזון 2015.03.10 13:57 #1

Automated-Trading:

GARCH:

Just some kind of festival of indicators! thanks Nikolay for contribution! for this and many other labours

Gihon 2017.06.28 02:29 #2

Hello Nikolay,

Have you find some improvement for this one yet?
(I might have some ideas...)
Which indicator is best in your opinion for Volatility and on 1M TMF?

Best Regards,

Gihon

caroldimauro 2020.05.25 01:38 #3

Which garch are you using? 1.1 model?

Automated-Trading:

GARCH: