GARCH Risk Statistics

Week 8 — 24 March 2025

The syllabus records “Risk Management: GARCH — Statistics.” The personal course export contains the schedule and the workbook implementation notes for the Black–Scholes/FX material, but it does not contain a worked GARCH lecture or recurrence.

Source boundary

This entry is deliberately a source pointer: the GARCH lecture is listed in the syllabus, but the detailed class notes are not present in the exported document. I have removed the former generated GARCH explanation rather than attributing textbook material to the class.