POportfoliooptimizer
Assets / Volatility Forecast

Generalized AutoRegressive Conditional Heteroscedasticity Model (GARCH(1,1))

Changed on

Compute volatility forecasts for an asset using a generalized autoregressive conditional heteroscedasticity (GARCH(1,1)) model.

References

post/assets/volatility/forecast/garch

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/assets/volatility/forecast/garch
  • Auth
    API key in header X-API-Key

Request body

Response

OK

Changes

  • 24e65d80f8ebRevision changes
    • info

      added the new optional request property //

    • info

      the request property // became optional

    • info

      the request property //// became optional

    • info

      added the new precomputed enum value to the request property //