This week, we will show how to make a backward forecast using only NumXL functions in Excel. We will also discuss the relationship between a regular time series model and an implied backward/reversed time series model.

Volatility Forecast with GARCH

This week, the “Tips & Tricks” newsletter tackles the issue of the volatility forecast using GARCH Modeling techniques. Starting with S&P 500 ETF monthly prices, the paper illustrates the few steps it takes to process the raw data; specify a model;…