A GARCH model (Generalized Autoregressive Conditional Heteroskedasticity) is a statistical model that is commonly used to model the volatility of financial time-series data, such as stock prices or exchange rates. The basic idea behind a GARCH model is that the volatility of the data is not constant over time, but instead changes in response to the past values of the data.

Recommended reading

Installation instructions

In the NinjaTrader 8 trading terminal, using standard functions, we import the purchased archive through the tools to import the addon. Next, in the chart window, click on the indicator icon, select our indicator from the list, set the parameters and click ok.

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing one’s financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

⤥ Download Links ⤦