قارن الطرق

	نموذج TGARCH اللاخطي	نموذج EGARCH (نموذج التباين الشرطي المتغير الأسي)	نموذج GARCH (التنبؤ بالتقلب)
المجال	الاقتصاد القياسي	الاقتصاد القياسي	الاقتصاد القياسي
العائلة	Regression model	Regression model	Regression model
سنة النشأة	1993–1994	1991	1986
صاحب الطريقة	Jean-Michel Zakoian; related work by Glosten, Jagannathan & Runkle	Daniel B. Nelson	Tim Bollerslev
النوع	Conditional heteroskedasticity model	Volatility / conditional variance model	Conditional volatility model
المصدر التأسيسي	Zakoian, J.-M. (1994). Threshold heteroskedastic models. Journal of Economic Dynamics and Control, 18(5), 931–955.	Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
الأسماء البديلة	NL-TGARCH, Nonlinear Threshold GARCH, Asymmetric TGARCH, GJR-GARCH variant	Exponential GARCH, EGARCH, Nelson EGARCH, log-GARCH	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
ذات صلة	4	6	5
الملخص	The Nonlinear TGARCH (Threshold GARCH) model extends the standard GARCH framework by allowing positive and negative shocks of equal magnitude to exert different effects on future volatility. It models conditional volatility in terms of the absolute value of lagged residuals split by a sign threshold, capturing the well-documented leverage effect in financial return series.	The Exponential GARCH (EGARCH) model, introduced by Nelson (1991), extends the standard GARCH framework by modelling the logarithm of conditional variance. This ensures variance is always positive without parameter constraints and, crucially, allows negative and positive shocks to have asymmetric effects on volatility — capturing the well-known leverage effect in financial markets.	The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model, introduced by Tim Bollerslev in 1986, models the time-varying conditional variance of a financial time series. It captures volatility clustering and the ARCH effect, and is the standard tool for estimating risk and volatility in return series.