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	Zovšeobecnený autoregresný podmienený heteroskedasticity (GARCH)	Exponenciálne vyhladzovanie (SES / Holt)
Odbor	Ekonometria	Ekonometria
Rodina	Regression model	Regression model
Rok vzniku	1986	1957
Tvorca	Tim Bollerslev	Robert G. Brown (SES); Charles C. Holt (linear trend)
Typ	Conditional volatility model	Exponential smoothing forecasting model
Pôvodný zdroj	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307-327.	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.
Ďalšie názvy	GARCH(1,1), generalized ARCH, conditional volatility model, GARCH Modeli	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)
Príbuzné	5	3
Zhrnutie	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.	Exponential smoothing is a family of basic time-series forecasting models in which each new observation updates a smoothed estimate by a weighting parameter. Simple exponential smoothing (SES), introduced by Robert G. Brown in 1959, forecasts series with a stable level, while Holt's double exponential smoothing, introduced by Charles C. Holt in 1957, adds a trend term using the parameters alpha and beta.