Word info

GARCH

Adjective

Meaning

GARCH (not comparable)

(statistics) Initialism of generalised autoregressive conditional heteroskedasticity

Source: en.wiktionary.org

Anagrams

Examples

Researchers have used models belonging to the GARCH family citation citation citation to describe both the volatility behavior of stock market returns and the volatility behavior of foreign exchange rates. Source: Internet

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