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	ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल	गार्छ मॉडल (अस्थिरता पूर्वानुमान)	उच्च-आवृत्ति डेटा और बाज़ार सूक्ष्म संरचना विश्लेषण	साधारण न्यूनतम वर्ग (OLS) समाश्रयण
क्षेत्र	अर्थमिति	अर्थमिति	वित्त	अर्थमिति
परिवार	Regression model	Regression model	Regression model	Regression model
उद्भव वर्ष	2015	1986	2007	2019
प्रवर्तक	Box & Jenkins (Box-Jenkins methodology)	Tim Bollerslev	Hasbrouck (2007); Aït-Sahalia & Jacod (2014)	Wooldridge (textbook treatment); classical least squares
प्रकार	Univariate time-series model	Conditional volatility model	Market microstructure / high-frequency econometrics	Linear regression
मौलिक स्रोत	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	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.	Hasbrouck, J. (2007). Empirical Market Microstructure: The Institutions, Economics, and Econometrics of Securities Trading. Oxford University Press. ISBN: 978-0195301649	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
उपनाम	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)	market microstructure, high-frequency financial econometrics, tick data analysis, Yüksek Frekanslı Veri ve Piyasa Mikro Yapısı	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
संबंधित	5	5	5	5
सारांश	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).	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.	Market microstructure analysis studies how prices form from tick-level trade and quote data, examining order-book dynamics, the bid-ask spread, and price discovery. The modern econometric framework was set out by Hasbrouck (2007) and extended for high-frequency data by Aït-Sahalia and Jacod (2014).	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).