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Quantitative Finance & Algo Trading Blog by QuantInsti
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Modelling Asymmetric Volatility with the GJR-GARCH Framework
https://blog.quantinsti.com/garch-gjr-garch-volatility-forecasting-python/
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Explore the GARCH and GJR-GARCH models for volatility forecasting. Learn their differences, formulas, and how to forecast NIFTY 50 volatility using Python in this hands-on guide.
