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Added plots
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upspal committed Nov 28, 2024
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44 changes: 22 additions & 22 deletions GARCH.ipynb

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28 changes: 28 additions & 0 deletions README.md
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Expand Up @@ -13,6 +13,13 @@ This project implements GARCH(1,1) model to estimate volatility for TCS, Infosys
| 9M | 1.4859 | 23.59 |
| Full | 1.4170 | 22.49 |

<div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 10px;">
<img src="plots/TCS-3M.png" width="400"/>
<img src="plots/TCS-6M.png" width="400"/>
<img src="plots/TCS-9M.png" width="400"/>
<img src="plots/TCS-FULL.png" width="400"/>
</div>

#### Infosys
| Period | Raw Volatility | Annualized Volatility (%) |
|--------|---------------|------------------------|
Expand All @@ -21,6 +28,13 @@ This project implements GARCH(1,1) model to estimate volatility for TCS, Infosys
| 9M | 1.4759 | 23.43 |
| Full | 1.5558 | 24.70 |

<div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 10px;">
<img src="plots/INFY-3M.png" width="400"/>
<img src="plots/INFY-6M.png" width="400"/>
<img src="plots/INFY-9M.png" width="400"/>
<img src="plots/INFY-FULL.png" width="400"/>
</div>

#### Bajaj
| Period | Raw Volatility | Annualized Volatility (%) |
|--------|---------------|------------------------|
Expand All @@ -29,6 +43,13 @@ This project implements GARCH(1,1) model to estimate volatility for TCS, Infosys
| 9M | 1.4769 | 23.44 |
| Full | 1.4782 | 23.47 |

<div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 10px;">
<img src="plots/BAJAJ-3M.png" width="400"/>
<img src="plots/BAJAJ-6M.png" width="400"/>
<img src="plots/BAJAJ-9M.png" width="400"/>
<img src="plots/BAJAJ-FULL.png" width="400"/>
</div>

#### Asian Paints
| Period | Raw Volatility | Annualized Volatility (%) |
|--------|---------------|------------------------|
Expand All @@ -37,6 +58,13 @@ This project implements GARCH(1,1) model to estimate volatility for TCS, Infosys
| 9M | 1.3748 | 21.82 |
| Full | 1.4933 | 23.71 |

<div style="display: grid; grid-template-columns: repeat(2, 1fr); gap: 10px;">
<img src="plots/ASIAN-3M.png" width="400"/>
<img src="plots/ASIAN-6M.png" width="400"/>
<img src="plots/ASIAN-9M.png" width="400"/>
<img src="plots/ASIAN-FULL.png" width="400"/>
</div>

## Key Findings

The analysis reveals several interesting patterns in volatility across different time periods:
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