The GARCH model, a Nobel Prize-winning framework for predicting market volatility, has been automated using Claude Code to enhance quant trading strategies. Originally developed by Robert F. Engle and extended by Tim Bollerslev, GARCH measures volatility through three inputs: base level movement, yesterday's market shock, and prior volatility levels. This model forecasts potential market movements, allowing traders to manage risk effectively. In a backtest of Bitcoin trading over 15 years, the GARCH-based strategy outperformed fixed position sizing, achieving a final equity of $21,205 compared to $17,957. The GARCH approach also reduced drawdowns and market risk. While it forecasts volatility, it does not predict market direction, serving as a tool for risk management rather than directional trading. The full strategy and Claude Code implementation details are available in the author's article.