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Research on Stock Price Forecast Based on ARIMA-GARCH Model
oleh: Gao Jie
Format: | Article |
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Diterbitkan: | EDP Sciences 2021-01-01 |
Deskripsi
The stock plays a vital role in economic life, and the economic development of enterprises can be measured by the development and change of stocks. In this paper, the closing price of Ping An stock in China from 2017 to 2019 is selected as the time series empirical analysis data, and the ARIMA-GARCH model is established to predict the law and trend of the stock price change. The results show that the compound model can fit the fluctuation law well, and reasonably predict the short-term fluctuation trend.