পদ্ধতির তুলনা করুন

	অরৈখিক EGARCH মডেল	ইগার্চ মডেল (এক্সপোনেনশিয়াল GARCH)
ক্ষেত্র	অর্থমিতি	অর্থমিতি
পরিবার	Regression model	Regression model
উদ্ভবের বছর	1991	1991
প্রবর্তক	Daniel B. Nelson	Daniel B. Nelson
ধরন	Conditional volatility model	Volatility / conditional variance model
মৌলিক উৎস	Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370.	Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370.
অপর নাম	NL-EGARCH, nonlinear exponential GARCH, asymmetric EGARCH, NEGARCH	Exponential GARCH, EGARCH, Nelson EGARCH, log-GARCH
সম্পর্কিত	5	6
সারসংক্ষেপ	The Nonlinear EGARCH model extends Nelson's (1991) Exponential GARCH by allowing the news impact function to take a flexible nonlinear form, capturing asymmetric and nonlinear responses of conditional volatility to past shocks. It is widely used in financial econometrics to model leverage effects and complex volatility dynamics in asset returns.	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.