A stock price prediction model based on ARMA and GARCH.
The combination of ARMA and GARCH could be used as a tool to predict stock
prices, which is better than AR and MA models.
The ARMA-GARCH model used ARMA for the linear part and GARCH
for the residual part.
where 𝑐, 𝜑, 𝜃 are given by ARMA and 𝜔, 𝛼, 𝛽 are given by GARCH.
