GARCH

Generalized Autoregressive Conditional Heteroskedasticity (GARCH) is an econometric term used to describe an approach to estimate volatility in financial markets.

Generalized Autoregressive Conditional Heteroskedasticity (GARCH)

Generalized Autoregressive Conditional Heteroskedasticity (GARCH) is an econometric term used to describe an approach to estimate volatility in financial markets.

 


GARCH Application

There are several forms of GARCH modeling. The GARCH process is often preferred by financial modeling professionals because it provides a more real-world context than other forms when trying to predict the prices and rates of financial instruments.



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