Forecasting Volatility Spillovers Using Advanced GARCH Models: Empirical Evidence for Developed Stock Markets from Austria and USA
The research study voyage commences with the foundational objective of fitting a suitable Generalized Autoregressive Conditional Heteroscedastic (GARCH) model to assess market volatility, a fundamental pillar of financial analysis.This research embarks on an ambitious quest to predict and understand stock market volatility within the realms of the