Assignment title: Information


Tasks:(A)Verify the stationarity of the selected 8 stocks' time-series using ACF test (B)(1) Briefly explain mean-variance portfolio optimization (2) Estimate the covariance matrix for the selected 8 companies' stocks (3) Plot by creating portfolios using the selected 8 companies and the obtained covariance matrix. (C) Estimate GARCH(1,1) parameters for the volatility forecast of any two stocks of your choice