Aditya Bhattacharya
1 min readDec 16, 2019

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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!

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