This repository hosts code for the article, "Building Volatility Models in MQL5 (Part II): Implementing GJR-GARCH and TARCH in MQL5".
https://www.mql5.com/en/articles/22258
- MQL5 95%
- MQL4 5%
| Files/VolatilityModels | ||
| Include/VolatilityModels | ||
| Indicators/VolatilityModels | ||
| Scripts/VolatilityModels | ||
| README.md | ||