# Garch Volatility Toolkit

> - Walk-forward GARCH(1,1) and GJR(1,1) volatility forecasting for portfolio construction. Recipes for univariate fits, DCC correlation, and position-sizing overlays. Campaign results: GJR vol-scaling +0.45 Sharpe (2bps), DCC de-weighting +0.05 Sharpe. No-lookahead discipline. Real data on BTC/ETH/SOL/AVAX futures.

## Facts
- Page: https://tashan.sh/capability/skill-terrylica-garch-volatility-toolkit
- tashan id: skill:terrylica/garch-volatility-toolkit
- Source: https://github.com/terrylica/cc-skills
- Type: skill
- Category: cloud
- tashan score: not scored (catalogued only — too little public evidence)
- Adoption: 9.0
- Upkeep: 99.0
- Freshness: 98.0
- Evidence coverage: 84% of the inputs this score can use
- Health: active
- Instruction depth: not yet graded
- License: MIT
- Official: no

## Install

```sh
cp -r garch-volatility-toolkit ~/.claude/skills/
```

## Security audit
Not scanned. We audit npm-published capabilities; this one has no npm package we can resolve, or has not reached the queue. This is not a clean bill of health.

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Measured 2026-08-14 by tashan (https://tashan.sh) from public evidence. Scorer s5.