garch-volatility-toolkit

terrylica/cc-skills

Walk-forward GARCH(1,1) and GJR(1,1) volatility forecasting. DCC de-weighting overlay (+0.054 Sharpe), GJR inverse vol-scaling (+0.449 Sharpe). Campaign results from 20 seeds on BTC/ETH/SOL/AVAX, 2025-26 test window.

version

34.7.0

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