Proj8: Stock Volatility

Overview

Proj8 forecasts stock price volatility using GARCH models. Incorporates API integration, test-driven development, and model deployment.

Data Source

Stock data via API simulation.

Techniques

GARCH, API Integration, TDD

Evaluation

Volatility forecasts, model diagnostics

Lesson Workflows

Lesson	Topic	Query
8.1	Working with APIs	`"run lesson 8.1"`
8.2	Test-Driven Development	`"run lesson 8.2"`
8.3	GARCH Models	`"run lesson 8.3"`
8.4	Model Deployment	`"run lesson 8.4"`

Available Tools

Tool	Description
`load_proj8_data`	Load MTN stock data via API
`fit_garch`	Fit GARCH(p,q) model
`forecast_volatility`	Generate volatility forecasts

Cross-Project Application

GARCH models from Proj8 can be applied to other time series data:

# Apply GARCH to air quality data "apply GARCH from project 8 to air quality data from project 3" # Compare with AR models "compare GARCH vs ARMA on nairobi PM2.5"