Question

What is arch and garch term in garch model in time series?

Answer 1

Answer:

Generalized Autoregressive Conditional Heteroskedasticity, or GARCH, is an extension of the ARCH model that incorporates a moving average component together with the autoregressive component.

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Answer 2

Answer:

Generalized Autoregressive Conditional Heteroskedasticity, or GARCH, is an extension of the ARCH model that incorporates a moving average component together with the autoregressive component.