What does garch mean?
Definitions for garch
garch
This dictionary definitions page includes all the possible meanings, example usage and translations of the word garch.
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Wikipedia
GARCH
In econometrics, the autoregressive conditional heteroskedasticity (ARCH) model is a statistical model for time series data that describes the variance of the current error term or innovation as a function of the actual sizes of the previous time periods' error terms; often the variance is related to the squares of the previous innovations. The ARCH model is appropriate when the error variance in a time series follows an autoregressive (AR) model; if an autoregressive moving average (ARMA) model is assumed for the error variance, the model is a generalized autoregressive conditional heteroskedasticity (GARCH) model.ARCH models are commonly employed in modeling financial time series that exhibit time-varying volatility and volatility clustering, i.e. periods of swings interspersed with periods of relative calm. ARCH-type models are sometimes considered to be in the family of stochastic volatility models, although this is strictly incorrect since at time t the volatility is completely pre-determined (deterministic) given previous values.
Numerology
Chaldean Numerology
The numerical value of garch in Chaldean Numerology is: 5
Pythagorean Numerology
The numerical value of garch in Pythagorean Numerology is: 1
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"garch." Definitions.net. STANDS4 LLC, 2024. Web. 23 Oct. 2024. <https://www.definitions.net/definition/garch>.
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