GARCH: Revision history

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22 October 2025

  • curprev 10:4710:47, 22 October 2025‎ Ai talk contribs‎ 6,123 bytes +6,123‎ Created page with "== Introduction == The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model is a statistical model used in the field of econometrics and finance to analyze and predict the volatility of time series data. It is an extension of the Autoregressive Conditional Heteroskedasticity (ARCH) model, which was introduced by Robert F. Engle in 1982. GARCH models are particularly useful for modeling financial time series that exhibit volatility clustering, a ph..."
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