Bandingkan metode

	Model ARCH (Autoregressive Conditional Heteroskedasticity)	Model ARIMA (Autoregressive Integrated Moving Average)	Model EGARCH (Exponential GARCH)	Model GARCH (Peramalan Volatilitas)
Bidang	Ekonometrika	Ekonometrika	Ekonometrika	Ekonometrika
Keluarga	Regression model	Regression model	Regression model	Regression model
Tahun asal	1982	1970	1991	1986
Pencetus	Robert F. Engle	George Box and Gwilym Jenkins	Daniel B. Nelson	Tim Bollerslev
Tipe	Conditional volatility model	Time series forecasting model	Volatility / conditional variance model	Conditional volatility model
Sumber perintis	Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007.	Box, G. E. P., & Jenkins, G. M. (1970). Time Series Analysis: Forecasting and Control. Holden-Day.	Nelson, D. B. (1991). Conditional heteroskedasticity in asset returns: A new approach. Econometrica, 59(2), 347–370.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Alias	ARCH, autoregressive conditional heteroskedasticity, Engle ARCH, conditional variance model	ARIMA, Box-Jenkins model, integrated ARMA, ARIMA(p,d,q)	Exponential GARCH, EGARCH, Nelson EGARCH, log-GARCH	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Terkait	6	6	6	5
Ringkasan	The ARCH model, introduced by Robert Engle in 1982, captures time-varying volatility in financial and macroeconomic time series. It models the conditional variance of today's error as a function of past squared errors, explaining why volatile periods cluster together — a phenomenon known as volatility clustering.	The ARIMA(p,d,q) model is the standard workhorse for univariate time series forecasting. It combines autoregressive terms (past values), differencing to induce stationarity, and moving average terms (past shocks) into a unified linear framework. Developed by Box and Jenkins (1970), it remains one of the most widely applied models in econometrics and applied statistics.	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.	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.