jpm-volatility-garch-var jasonrkeen · PARTIAL
GARCH-based volatility modeling and Value at Risk backtesting on JPMorgan equity returns
github.com/jasonrkeen/jpm-volatility-garch-var · ★ 1 · Forks 0 · Size 1.7 MB
SUMMARY
Technologies 5
Scored 4
Observed 4
Practices 6
Evidence 6
Skips 1
COVERAGE
Analyzed 6 files · 13 commits · 0 API calls
TECHNOLOGIES & DEPTH
Markdown LANGUAGE Depth 70
1 files · PRODUCTION
Python LANGUAGE Depth 70
1 files · PRODUCTION
pip BUILD_TOOL Depth 80
1 files · CONFIGURATION
NumPy LIBRARY Depth 54
1 files · PRODUCTION
pandas LIBRARY Depth —
0 files · config only
PRACTICES
documentation · observedautomated_tests · observedcontinuous_integration · absentcontainerization · absentlinting · absentformatting · absent
ACTIVITY & OWNERSHIP
First commit 2026-04-16
Last commit 2026-04-19
Active months 1
Commits 13