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