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GARCH Model: Definition and Uses in Statistics - Investopedia
2024年10月14日 · Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) is a statistical model used to estimate the volatility of stock returns in finance.
11.1 ARCH/GARCH Models | STAT 510 - Statistics Online
In the GARCH notation, the first subscript refers to the order of the y 2 terms on the right side, and the second subscript refers to the order of the \(\sigma^2\) terms. Identifying an …
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