I used google and the search feature on this site and came up with 7 posts from 2 threads. Not much on this so far.
I'm using portfoliovisualizer "Financial Goals" example. It's the best overall model I have found. It's similar in principal to my home grown Excel model, but with a better GUI and statistical modeling capabilities. My Excel model generally forecasts a result comparable to the 25%ile - 50%ile GARCH results on portfoliovisualizer.
I'm using the GARCH statistical return option to forecast. As I understand it, the GARCH approach is a bit like momentum, in that volatility begets volatility, as well as the opposite effect. Waves of volatility, if you will.
The results are provided for 10%ile, 25%ile, 50%ile and 90%ile outcomes.
How do the percentile results compare to a sequence of return risk model? Are 10%ile GARCH results analogous to an unfavorable SORR? Thanks for any comments on this.
Comments from anyone who has recently retired (stopped receiving earned income) and who used portfolio modeling to help their decision making, would be greatly appreciated.
I'm using portfoliovisualizer "Financial Goals" example. It's the best overall model I have found. It's similar in principal to my home grown Excel model, but with a better GUI and statistical modeling capabilities. My Excel model generally forecasts a result comparable to the 25%ile - 50%ile GARCH results on portfoliovisualizer.
I'm using the GARCH statistical return option to forecast. As I understand it, the GARCH approach is a bit like momentum, in that volatility begets volatility, as well as the opposite effect. Waves of volatility, if you will.
The results are provided for 10%ile, 25%ile, 50%ile and 90%ile outcomes.
How do the percentile results compare to a sequence of return risk model? Are 10%ile GARCH results analogous to an unfavorable SORR? Thanks for any comments on this.
Comments from anyone who has recently retired (stopped receiving earned income) and who used portfolio modeling to help their decision making, would be greatly appreciated.
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