Imibuzo exhumene nomhlahlandlela · Maphakathi Izinga

I-GARCH Volatility Models Imibuzo

Qonda ukuthi ukushaqeka okudlule kanye nokwehluka kuziqhuba kanjani izibikezelo ze-GARCH, futhi uhlukanise ukuguquguquka okunemibandela ukusuka ekubuyeni kanye nobungozi obubonakalayo.

Izindlela zomhlahlandlela ezihlobeneAmamodeli we-Garch Volatility
Umbuzo 1 kwe 8

Which terms drive the next variance in a GARCH(1,1) model?