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garch-volatility-toolkit

terrylica/cc-skills

Walk-forward GARCH(1,1) and GJR(1,1) volatility forecasting. DCC de-weighting overlay (+0.054 Sharpe), GJR inverse vol-scaling (+0.449 Sharpe). Campaign results from 20 seeds on BTC/ETH/SOL/AVAX, 2025-26 test window.

version
34.12.3
GitHub stars
2
View on GitHub

Install

/plugin install garch-volatility-toolkit@cc-skills

Run it inside Claude Code after adding the marketplace with /plugin marketplace add terrylica/cc-skills.

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Details

Marketplace
terrylica/cc-skills
Source
plugins/garch-volatility-toolkit
Author
terrylica
Category
Trading
Keywords
garch, volatility, gjr, forecasting, position-sizing, risk-management, dcc, correlation

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