Stock Price Simulation

The graph below is the result of an interactive algorithm for simulating stock prices based on a mathematical model called geometric Brownian motion. It uses the initial price and standard deviation inputted by the user to generate a simulation of the stock price's potential changes over the time of a financial year of 252 days. The user can interact with the algorithm by inputting different values and observing the changes in the simulation in real-time.

Refer to the Stock Returns Volatility Estimation with Unscented Kalman Filter article for more details and theory behind this simulation.