Predicting volatilty with GARCH in Excel using Python
Learn how to implement a GARCH model to make volatility predictions from past returns in Excel using Python.
In this video we show how to implement a GARCH model in Python and how to call this model from Microsoft Excel as a worksheet function using the Excel add-in PyXLL.
Related Blog Post:
https://www.pyxll.com/blog/building-a...
References:
https://www.pyxll.com
https://bashtage.github.io/arch/
See also:
Using a Python Jupyter Notebook in Excel: • Python Jupyter Notebooks in Microsoft Excel
Installing PyXLL: • Installing PyXLL, the Python Excel Add-In
Writing worksheet functions: • How to Call Python Functions From Excel