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2026

Eurusd Volatility Model

Econometric analysis of EUR/USD volatility using GARCH(1,1) modeling and Student-t distributions in RStudio.

Overview

Econometric analysis of EUR/USD volatility using GARCH(1,1) modeling and Student-t distributions in RStudio. Open-source project by jeremy-data, published on GitHub.

Highlights

  • Primary language: R
  • Open source — view the code and contribute on GitHub

Built with

  • R

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