# Forecasting stock prices with ARCH Model [duplicate]

I am pretty confused about the ARCH model and forecasting of stock prices / stock returns. I have read some literature about forecasting with different models (AR,MA,ARMA) and i get the concept of them and I also implemented them on a time series (of a stock price in R). Now i want to do forecasting with a ARCH model but all I can find in the literature is the forecasting of volatility of a time series but not on forecasting of the time series itself. Is it even possible to do such a forecast with the ARCH model? And if so can you explain to me how i should approach?

## marked as duplicate by Richard Hardy, Taylor, Michael Chernick, kjetil b halvorsen, Glen_b♦Oct 23 '17 at 8:17

• so you want to assume the conditional mean is changing as well as the conditional variance? and you want help with the coding? I know the rugarch helps with fitting ARMA + GARCH models – Taylor Oct 21 '17 at 17:47