Hybrid Forecasting
Combined ARIMA price forecasting and GARCH volatility forecasting with confidence intervals
ARIMA
GARCH
Probabilistic
Forecast Configuration
Configure hybrid forecasting parameters
Generate a forecast to see results
About Hybrid Forecasting
How It Works
- ARIMA: Forecasts future prices based on historical patterns and trends
- GARCH: Forecasts future volatility capturing volatility clustering
- Combined: Provides probabilistic predictions with confidence intervals
Use Cases
- Short-term price predictions (1-30 days)
- Risk assessment for trading decisions
- Option pricing inputs
- Portfolio rebalancing timing