Garch Model For Volatility Of Stocks: A Case Study Of Stock Price In Telecommunications Group Thailand
The aim of this research is to estimate stock volatility in stock of telecommunications. This study is based on
GARCH processes. The performance will be measured based on Mean Squared Error (MSE) and Mean Absolute Percentage
Error (MAPE). The implied volatility from the model can be used to project future changes in stock price.
Index Terms— GARCH Model, MSE, MAPE.