Forecasting Market Volatility and Identifying Trends

In this project, I conducted advanced statistical analyses to delve into the intricacies of financial markets. Utilizing ARCH/GARCH models, I accurately forecasted market volatility for the upcoming three months, providing valuable insights for risk management strategies. Additionally, employing ARIMA modeling on monthly series data allowed me to uncover significant trends and patterns essential for informing future business decisions. These analyses not only enhance our understanding of market dynamics but also facilitate informed decision-making, enabling us to adapt effectively to changing market conditions. The detailed examination of statistical data and the application of sophisticated models contributed significantly to our strategic planning and risk mitigation efforts.