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!

--

--

--

An explorer of technology and an AI enthusiast! Follow me at: https://www.aditya-bhattacharya.net/ and https://www.linkedin.com/in/aditya-bhattacharya-b59155b6/

Love podcasts or audiobooks? Learn on the go with our new app.

Get the Medium app

A button that says 'Download on the App Store', and if clicked it will lead you to the iOS App store
A button that says 'Get it on, Google Play', and if clicked it will lead you to the Google Play store