Volatility Clustering Across Asset Classes: GARCH and EGARCH Analysis with Python (2015–2026)

Introduction If you ve been trading anything other than cash over the past eighteen months, you ve noticed something peculiar: periods of calm tend to persist, but so do periods of chaos. A quiet Tuesday in January rarely suddenly explodes into volatility on Wednesday—market turbulence comes in clusters. This isn t market inefficiency; it s a fundamental stylized fact Continue reading "Volatility…