Predicting how much stock prices swing day to day is tough. It matters a lot for investors, banks, and even government rules. Most past research looked at big market indexes like the VIX. But this study zooms in on individual stocks instead. It compares old-school stats methods with newer AI tools. The goal? See which one guesses future volatility better.
The study picked ten famous U. S. companies. They came from tech, finance, and energy sectors. Data ran from January 2018 to December 2024. That’s over 1,700 trading days of info. Five models were tested. Two were classic: GARCH(1,1) and GJR-GARCH(1,1,1). These use math formulas to spot patterns in past prices. The other three used machine learning. One was Random Forest, a tree-based AI method. The other two were deep learning models: LS