The Empirical Research of GARCH Model in Computing the VaR of Stock Market

Abstract

It was modern times financial interests most attention a matter of that risk measure. In recent years, the mainstream means of the rising var measuring method afterwards become internationally venture management. This character introduce know clearly avail garch model var calculation procedure of, the venture worth var proceed know clearly case study of the combine take Handan steel as an example versus stock market. Findings show that, said means versus stock market risk analysis to good purpose, said means be able to maintain reliable theory gist for venture 'venture management cum general investor' investment risk analysis.