Tag: GARCH
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ARIMA vs GARCH vs LSTM: Bitcoin Forecast Speed Benchmarks
ARIMA vs GARCH vs LSTM: Compare Bitcoin prediction speeds across statistical and deep learning models. Which wins the benchmark race?
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Monte Carlo VaR Underestimates Tail Risk: 3 Distribution Fixes
Monte Carlo VaR fails in extreme markets. Compare Gaussian, t-distribution, and GARCH models to capture fat tails and improve risk estimates.
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GARCH vs LSTM for Bitcoin Volatility Forecasting
GARCH(1,1) beat LSTM by 32% on Bitcoin volatilityโwhy the 1986 model wins and when neural networks might actually outperform it.