GARCH Volatility Clustering Lab (2D)

Financial return series don't have constant variance — big moves cluster together, and calm periods cluster together too. This simulator runs a live GARCH(1,1) process, the standard econometric model for exactly that behaviour, and renders it as a three-panel 2D dashboard: a return-series bar chart with a ±σₜ envelope, a conditional-volatility time series beneath it, and a live autocorrelation-of-squared-returns panel that quantifies clustering directly. Tune ω, α and β to see how the base level, shock-sensitivity and persistence each reshape the pattern, drag through the scrolling history buffer to scrub back in time, or hit "Inject shock" to watch a single large surprise ripple through the variance equation and decay back to its long-run level.