Analysis of Stock Market Volatility Based on Python

摘要

As an open source programming language, python has been widely used in the field of data analysis and machine learning in recent years, especially in the financial field. It can solve almost all financial and economic measurement problems. Based on the daily closing price of CSI 300 index, this paper selects the data from January 5, 2005 to December 31, 2020, and takes the listing and restriction of stock index futures as the dividing point, uses the modules of pandas and arch in python language, adopts statistics method and GARCH model to study and analyze the impact of stock index futures on stock market volatility.