Finance_Portfolio_Intelligence_Platform_risk_forecast_volatility_garch – 1 MCP server offers this tool

What it usually takes

  • forecast_horizon – in 1 of 1
  • garch_p – in 1 of 1
  • garch_q – in 1 of 1
  • returns_json – in 1 of 1
  • ticker – in 1 of 1

No server marks it as only reading: treat it as able to change data.

From each publisher's own tool list. We never call a tool.

Servers

ServerInputsRead-only?
Financial Portfolio Intelligence Platform co.huggingface.mcp-1st-birthday/finance-portfolio-intelligence-platform Forecast volatility using GARCH model. GARCH (Generalised Autoregressive Conditional Heteroskedasticity) models are the industry standard for financial volatility forecasting. Returns: Dictionary with volatility forecasts, annualised volatility, and diagnostics.forecast_horizon,garch_p,garch_q,returns_json,tickerNot stated