Tag: volatility forecasting
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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.
GARCH(1,1) beat LSTM by 32% on Bitcoin volatilityโwhy the 1986 model wins and when neural networks might actually outperform it.