قارن الطرق

	نموذج التباين الشرطي الذاتي الانحداري المعمم (GARCH)	نموذج ARIMA (الانحدار الذاتي المتكامل للمتوسط المتحرك)
المجال	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model
سنة النشأة	1986	2015
صاحب الطريقة	Tim Bollerslev	Box & Jenkins (Box-Jenkins methodology)
النوع	Conditional volatility model	Univariate time-series model
المصدر التأسيسي	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.	Box, G. E. P., Jenkins, G. M., Reinsel, G. C. & Ljung, G. M. (2015). Time Series Analysis: Forecasting and Control (5th ed.). Wiley. ISBN: 978-1118675021
الأسماء البديلة	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
ذات صلة	5	5
الملخص	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.	ARIMA is a univariate time-series forecasting model that combines autoregressive, integrated (differencing), and moving-average components to predict a single continuous series from its own past. It is the centrepiece of the Box-Jenkins methodology set out in Box, Jenkins, Reinsel & Ljung's Time Series Analysis (5th ed., 2015).