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	Modello SARIMA non lineare	Modello GARCH (Previsione della Volatilità)
Campo	Econometria	Econometria
Famiglia	Regression model	Regression model
Anno di origine	1990–2000	1986
Ideatore	Tong (1990) for threshold nonlinear extensions; Franses & van Dijk (2000) for empirical finance applications	Tim Bollerslev
Tipo	Nonlinear time series model	Conditional volatility model
Fonte seminale	Tong, H. (1990). Non-linear Time Series: A Dynamical System Approach. Oxford University Press. ISBN: 978-0198523000	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Alias	NL-SARIMA, nonlinear seasonal ARIMA, threshold SARIMA, smooth transition SARIMA	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Correlati	3	5
Sintesi	The Nonlinear SARIMA model extends the classical Seasonal ARIMA framework by replacing the linear conditional mean function with a nonlinear specification — such as threshold switching or smooth transition — while retaining seasonal differencing and lag structure. It is used when seasonal time series exhibit regime-dependent dynamics, asymmetric adjustment, or other nonlinear patterns that a linear model cannot capture.	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.