Research on Stock Price Forecast Based on ARIMA-GARCH Model

Jie Gao

Proceedings of the 4th Management Science Informatization and Economic Innovation Development Conference, MSIEID 2022, December 9-11, 2022, Chongqing, China

Research Article

Research on Stock Price Forecast Based on ARIMA-GARCH Model

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@INPROCEEDINGS{10.4108/eai.9-12-2022.2327556,
    author={Jie  Gao},
    title={Research on Stock Price Forecast Based on ARIMA-GARCH Model},
    proceedings={Proceedings of the 4th Management Science Informatization and Economic Innovation Development Conference, MSIEID 2022, December 9-11, 2022, Chongqing, China},
    publisher={EAI},
    proceedings_a={MSIEID},
    year={2023},
    month={3},
    keywords={arima-garch model stock price forecast insurance industry},
    doi={10.4108/eai.9-12-2022.2327556}
}

Jie Gao
Year: 2023
Research on Stock Price Forecast Based on ARIMA-GARCH Model
MSIEID
EAI
DOI: 10.4108/eai.9-12-2022.2327556

Jie Gao¹^,*

1: Shanghai University

*Contact email: gaojie_1997@shu.edu.cn

Abstract

The stock plays a vital role in economic life, and the economic development of enterprises can be measured by the development and change of stocks. In this paper, the closing price of Ping An stock in China from 2017 to 2019 is selected as the time series empirical analysis data, and the ARIMA-GARCH model is established to predict the law and trend of the stock price change. The results show that the compound model can fit the fluctuation law well, and reasonably predict the short-term fluctuation trend.

Keywords: arima-garch model stock price forecast insurance industry

Published: 2023-03-14
Publisher: EAI

: http://dx.doi.org/10.4108/eai.9-12-2022.2327556