/GBM-on-NSE20-during-COVID-19

This is a project conducted on the NSE20 stock price that makes predictions on the July - August stock price by Applying Geometric-Brownian-Motion model.

Geometric-Brownian-Motion-on-NSE20-during-COVID-19

#Task

We are going to apply the Geometric Brownian Motion to the NSE20 stock price. The stock prices always show fluctuation from one day to the next and NSE20 is not exceptional. The study period is from the day the first COVID-19 case was reported in Kenya (12th March 2020) until 21st July 2020.

We are first going to use the June 2020 data to make predictions on the stock prices in July 2020. Thereafter, we shall compute the error basing on the predicted July 2020 stock price and the Actual July 2020 stock price. This will give us insights on the usefulness of GBM.

Finally, we shall use the July 2020 data to predict the stock prices in August 2020.