Vertaile menetelmiä

	GARCH-malli (volatiliteetin ennustaminen)	OLS-regressio (Ordinary Least Squares)
Tieteenala	Ekonometria	Ekonometria
Menetelmäperhe	Regression model	Regression model
Syntyvuosi	1986	2019
Kehittäjä	Tim Bollerslev	Wooldridge (textbook treatment); classical least squares
Tyyppi	Conditional volatility model	Linear regression
Alkuperäislähde	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Rinnakkaisnimet	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Liittyvät	5	5
Tiivistelmä	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.	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).