Volatility Forecasting in Cryptocurrencies and Traditional Financial Assets: Comparative Analysis of ARIMA, GARCH (1,1), and XGBoost Models

<p dir="ltr">This paper presents a comparative analysis of volatility forecasting models applied to both cryptocurrency markets, specifically Bitcoin and Ethereum, and traditional financial assets including the S&P 500 and gold. The study evaluates the forecasting accuracy of two...

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Päätekijä:	Rahil Solanki (22446901) (author)
Julkaistu:	2025
Aiheet:	Finance Financial econometrics Investment and risk management Economic history Financial economics Macroeconomics (incl. monetary and fiscal theory) Econometric and statistical methods Economic models and forecasting Panel data analysis Time-series analysis Econometrics not elsewhere classified volatility forecasting models Bitcoin Data cryptocurencies Ethereum cryptocurrency network ARIMA, STI, CLIMATE MODELING, RSTUDIO, UAE S&P500 index xgboost forecasting models gold price volatility Quantitative finance RMSE training MAE solution Asset Volatility Risk management and enterprise value,
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Volatility Forecasting in Cryptocurrencies and Traditional Financial Assets: Comparative Analysis of ARIMA, GARCH (1,1), and XGBoost Models

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