inspect_asset_model
Validate data quality and model sanity for a ticker by inspecting fitted EGARCH and skewed-t parameters, conditional volatility, and residual diagnostics before running a Monte Carlo forecast.
Instructions
Inspect the EGARCH + skewed-t model fit for a ticker WITHOUT simulating paths.
Call this when you need to validate data quality or model sanity before (or
instead of) a full Monte Carlo forecast — for example: Is there enough
history? What is today's conditional volatility? Do residuals look heavily
skewed/fat-tailed? What are the fitted EGARCH and skew-t parameters?
Do NOT use this for forward price scenarios, percentiles, drawdowns, or
probabilities — use ``forecast_asset_monte_carlo`` for those.
Returns JSON with history span, last price, fitted parameters, AIC/BIC,
last conditional volatility (daily and annualized), and residual
skewness/excess kurtosis.
Args:
ticker: Yahoo Finance ticker symbol (e.g. SPY, AAPL).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| ticker | Yes |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
| result | Yes |