Bandingkan kaedah

	Model ARIMA (Autoregresif Bersepadu Purata Bergerak)	Model GARCH (Peramalan Volatiliti)	Analisis Mikrostruktur Pasaran dan Data Frekuensi Tinggi
Bidang	Ekonometrik	Ekonometrik	Kewangan
Keluarga	Regression model	Regression model	Regression model
Tahun asal	2015	1986	2007
Pengasas	Box & Jenkins (Box-Jenkins methodology)	Tim Bollerslev	Hasbrouck (2007); Aït-Sahalia & Jacod (2014)
Jenis	Univariate time-series model	Conditional volatility model	Market microstructure / high-frequency econometrics
Sumber perintis	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
Alias	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
Berkaitan	5	5	5
Ringkasan	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).