Indicators: GARCH Indicator - Industrial Level Volatility Estimator

 

GARCH Indicator - Industrial Level Volatility Estimator:

Volatility indicator with a threshold line based on the Generalized AutoRegressive Conditional Heteroskedasticiticy (GARCH) statistical model used for time series analysis and forecasting.

GARCH Indicator - Industrial Level Volatility Estimator

Author: Serhad Yildirim