GARCH implemented using C++ code in Google Colab with data read from content folder using ifstream
Google Colab
https://colab.research.google.com/dri...
Link to explanation using Excel (data order reversed)
• GARCH model estimated in Excel based ...
Link to GARCH playlist
https://cutt.ly/zbKg9VO
https://sites.google.com/view/brian-b...
GARCH(1,1) set up in C++ using Google Colab
Data read in from content folder
ifstream used to load data from colab content folder
inPrices.open("SP500.txt") command executed
Overall, estimation speed fast and stable consistent with manual estimation from excel.