├── price_data.xlsx
└── README.md


/price_data.xlsx:
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https://raw.githubusercontent.com/XuanyiJi/Forecasting-the-volatility-of-stock-price-index/HEAD/price_data.xlsx


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/README.md:
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1 | # Forecasting-the-volatility-of-stock-price-index
2 | A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters.  
3 | GARCH-type input parameters are calculated already.
4 | # Tips:
5 | 1. Steps are shown in the ipynb.  
6 | 2. Two data files required for running the model are uploaded.
7 | 


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