This project is a volatility analysis of the S&P 500 and its various financial sectors. The analysis was done using the R programming language and RStudio. Key steps include data extraction, linear stochastic modeling, residual analyses, and ARIMA/GARCH Modeling. A detailed report of the analysis is also included. IMPORTANT: If using RStudio to run, you must install the following packages: quantmod, fGarch, and forecast
abc1206/Volatility-Analysis-of-SP500
This project is a volatility analysis of the S&P 500 and its various financial sectors. The analysis was done using the R programming language and RStudio. Key steps include data extraction, linear stochastic modeling, residual analyses, and ARIMA/GARCH Modeling. A detailed report of the analysis is also included. Refer to README for specific instructions for RStudio
R