GARCH Volatility
workflow.run_garchGARCH(1,1) volatility model, fit by maximum likelihood on a return series: estimates omega/alpha/beta (the variance-persistence parameters) and forecasts next-period volatility. Use when user asks "what's my GARCH volatility forecast?" or "how persistent is volatility in this return series?". This is a backward-looking statistical fit, not a market prediction guarantee. Returns: mu, omega, alpha, beta, persistence (alpha+beta), unconditional_vol, forecast_vol, loglikelihood.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| returns | Yes | Return series, one value per period, at least 50 values (GARCH needs real sample depth to identify persistence) |