Forecasting Time Series Data: Netflix Stock Price Prediction

ARIMA-(G)ARCH models with MiniTab and R

The Netflix stock price has been quite volatile recently, which makes the prediction of the time series data very interesting. In this blog, I will use ARIMA-(G)ARCH models for prediction, Minitab for plotting, and R for model selection. (Because of the instructions of this class project, I will have to comply with some restrictions.)

Some prior knowledge before reading this blog includes:

• ARIMA model
• ARCH and GARCH models …

arch arima data forecasting garch netflix prediction price series stock time time series time series forecasting