Traders@SMU Final Project

A GARCH (1,1) model predicting conditional volatility based on the historical performance of Carvana (CVNA)'s stock

Name		Name	Last commit message	Last commit date
Latest commit History 8 Commits
__pycache__		__pycache__
CVNAPriceHistory - 5yr.csv		CVNAPriceHistory - 5yr.csv
README.md		README.md
garch.py		garch.py
garch_vs_iv_scatter.png		garch_vs_iv_scatter.png
garch_vs_market_iv_analysis.png		garch_vs_market_iv_analysis.png
garch_vs_market_iv_analysis_vs_realized.png		garch_vs_market_iv_analysis_vs_realized.png
main.csv		main.csv
main.py		main.py
market_iv_analysis.py		market_iv_analysis.py
new garch.png		new garch.png
predicted_volatility.csv		predicted_volatility.csv
price_volatility_overlay.png		price_volatility_overlay.png
realvspred_volatility_overlay.png		realvspred_volatility_overlay.png
visualization.py		visualization.py
volatility_overlay.png		volatility_overlay.png

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