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garch-volatility

Here are 3 public repositories matching this topic...

akmal523 / quant

An offline-first quantitative equity analysis engine. Combines stochastic market modeling (HMM/GARCH), air-gapped NLP sentiment (FinBERT), and sector-aware fundamental scoring to deliver institutional-grade portfolio auditing and tactical trade signals.

python sentiment-analysis multiprocessing portfolio-optimization quantitative-finance algorithmic-trading hidden-markov-models value-investing stock-screener financial-modeling python-finance finbert offline-ai garch-volatility

Updated Jun 3, 2026
Python

dennis20413 / garch-volatility

GARCH(1,1) volatility modeling with multi-step forecasting and Value-at-Risk, validated by parameter recovery and VaR calibration backtesting.

python time-series quantitative-finance value-at-risk risk-management garch-volatility

Updated Jun 8, 2026
Python

parsahg / risk-simulation

python data-science simulation risk-analysis forecasting garch-models garch-volatility

Updated Jun 24, 2026
Jupyter Notebook

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