Prediction and Analysis of Stock Logarithmic Returns Based on ARMA-GARCH Model

With the rapid development of economy, investment has become a hot word. Many people hope to find an method make profits. methods such as stocks, wealth management and funds have emerged. In process investment, forecasting trend products is one most important links. This paper analyzes time series APPLE, AMERICAN AIRLINES AMD based on ARMA-GARCH model, evaluates model according AIC, BIC, HQIC other indicators select optimal model. The research results show that ARMA (3,2) – GARCH (1,1) applicable APPLE stock logarithmic profit Prediction, (2,2) prediction, prediction.