One day workshop on "Volatility Analytics with GARCH Modelling" in IMT Ghaziabad on 5 July 2014. The contents to be covered are: AR and MA series, identification, ARIMA Forecasting, Measuring Forecasting Accuracy, Volatility, Types of Volatility, ARCH LM Test, ARCH models, GARCH Model, T-GARCH, P-GARCH, E-GARCH and M-GARCH , T-GARCH, P-GARCH, E-GARCH and M-GARCH, Component GARCH, Volatility Spillover, Seasonality in Volatility, Impact of an event on Volatility and Volatility Forecasting, Multivariate GARCH, Dynamic Conditional Correlation GARCH modelling For details contact me at v_akc@rediffmail.com 09811216905