Financial Toolbox

Financial Time Series Analysis

Financial Toolbox provides a collection of tools for analyzing time series data in the financial markets. The toolbox includes a financial time series object that supports:

  • Date math, including business days and holidays
  • Data transformation and analysis
  • Technical analysis
  • Charting and graphics

The Financial Time Series app provides a convenient interface for creating, managing, and manipulating financial time series objects, including transforming to or from MATLAB® numeric arrays. You can also load data in the tool directly from a file, database (with Database Toolbox), or financial datafeed provider (with Datafeed Toolbox).

Importing and visualizing stock data using the Financial Time Series tool.
Importing and visualizing stock data using the Financial Time Series app. You can import data, display selected time series objects (left), plot the selected times series object (top right), and access data from a datafeed provider (bottom right).

Basic GARCH Estimation, Simulation, and Forecasting

Financial Toolbox includes tools for working with univariate GARCH models. These tools help you:

  • Estimate parameters of a univariate GARCH(p, q) model with Gaussian innovations
  • Simulate univariate GARCH(p, q) processes
  • Forecast conditional variances

Econometrics Toolbox includes tools for working with additional GARCH models and performing time series regression.

Next: Regression with Missing Data

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