Abstract
Although ARIMA time series model can grasp the dynamic law of financial time series well, it can not reflect the volatility characteristics of stock price. GARCH can reflect the volatility of financial time series well and is suitable for forecasting in financial field. Taking the closing price of Shanghai Dazhong Public Utilities (dzgy) from January 2, 2019 to December 31, 2021 and using R , ARIMA-GARCH is proposed and the predictive analysis is carried out. The results show that ARIMA-GARCH has a good effect in short-term stock prediction, and has certain reference value and practical significance.
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