Year: 2025
Type: article
Abstract: The paper considers the importance of GARCH models for analyzing volatility in financial markets. The paper also presents an algorithm for writing code for analyzing financial instruments using Python as an example of ordinary shares of Tatneft and Rosneft cc. As a result of the analysis, conclusions were drawn about the volatility behavior of these stocks and, taking into account this factor, the attractiveness of the considered instruments for various types of investors was determined. Thus, it was concluded that Tatneft shares are more suitable for traders, and Rosneft shares are more suitable for investors.
Authors: A.A. MISHIN, O.S. VAKULENKO
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze
OpenAlex ID: W4411921471