Aditya Bhattacharya
1 min readDec 16, 2019

--

Hi Munish, thanks for the feedback. To answer your question, yes time series analysis can be done for highly volatile time series. There are many techniques to analysis time series with non-constant variance or high volatility. Different models like the ARCH model, GARCH model, ARMA-ARCH, ARMA-GARCH, IGARCH, EGARCH can be applied. I do have plans to write posts/articles on these. Let me know if you are interested to know more these modelling techniques, so that I can prioritize these!

Sign up to discover human stories that deepen your understanding of the world.

Free

Distraction-free reading. No ads.

Organize your knowledge with lists and highlights.

Tell your story. Find your audience.

Membership

Read member-only stories

Support writers you read most

Earn money for your writing

Listen to audio narrations

Read offline with the Medium app

--

--

Aditya Bhattacharya
Aditya Bhattacharya

Responses (1)

What are your thoughts?