Indicators: Institutional GARCH(1,1) Volatility Forecaster

 

Institutional GARCH(1,1) Volatility Forecaster:

A predictive quantitative engine that replaces lagging retail ATR, it utilizes the Nobel-prize-winning GARCH(1,1) econometric model to mathematically forecast future market volatility and variance.

Institutional GARCH(1,1) Volatility Forecaster

Author: Amanda Vitoria De Paula Pereira