Porovnat metody

	Exponential GARCH (EGARCH)	Regrese metodou ordinárních nejmenších čtverců (OLS)
Obor	Ekonometrie	Ekonometrie
Rodina	Regression model	Regression model
Rok vzniku	1991	2019
Tvůrce	Nelson	Wooldridge (textbook treatment); classical least squares
Typ	Conditional volatility model (asymmetric GARCH variant)	Linear regression
Původní zdroj	Nelson, D. B. (1991). Conditional Heteroskedasticity in Asset Returns: A New Approach. Econometrica, 59(2), 347-370.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Další názvy	exponential GARCH, Nelson's EGARCH, asymmetric GARCH, EGARCH — Üstel GARCH	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Příbuzné	4	5
Shrnutí	EGARCH is an asymmetric GARCH variant, introduced by Nelson in 1991, that models the leverage effect in which bad news raises volatility more than good news of the same size. It captures the negative-shock asymmetry of financial return series by modelling the logarithm of the conditional variance.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).