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	सामान्यीकृत ऑटोरेग्रेसिव कंडीशनल हेटेरोस्केडैस्टिसिटी (GARCH)	ऑटोरेग्रेसिव इंटीग्रेटेड मूविंग एवरेज (ARIMA) मॉडल
क्षेत्र	अर्थमिति	अर्थमिति
परिवार	Regression model	Regression model
उद्भव वर्ष	1986	2015
प्रवर्तक	Tim Bollerslev	Box & Jenkins (Box-Jenkins methodology)
प्रकार	Conditional volatility model	Univariate time-series model
मौलिक स्रोत	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.	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
उपनाम	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli	Box-Jenkins model, ARIMA(p,d,q), ARIMA Modeli
संबंधित	5	5
सारांश	GARCH is an econometric model for the time-varying volatility of financial time series, introduced by Tim Bollerslev in 1986 as a generalisation of Engle's ARCH model. It treats the conditional variance as a function of past squared shocks and past variances, capturing the volatility clustering seen in returns.	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).