Krahasoni metodat

	Exponential GARCH (EGARCH)	Lëmuesja e thjeshtë dhe e dyfishtë (SES / Holt)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	1991	1957
Krijuesi	Nelson	Robert G. Brown (SES); Charles C. Holt (linear trend)
Lloji	Conditional volatility model (asymmetric GARCH variant)	Exponential smoothing forecasting model
Burimi themelues	Nelson, D. B. (1991). Conditional Heteroskedasticity in Asset Returns: A New Approach. Econometrica, 59(2), 347-370.	Brown, R. G. (1959). Statistical Forecasting for Inventory Control. McGraw-Hill.
Emërtime të tjera	exponential GARCH, Nelson's EGARCH, asymmetric GARCH, EGARCH — Üstel GARCH	SES, Holt's linear trend method, exponential smoothing forecasting, Basit ve Çift Üstel Düzleştirme (SES / Holt)
Të lidhura	4	3
Përmbledhja	EGARCH is an asymmetric GARCH variant, introduced by Nelson in 1991, that models the leverage effect in which bad news raises volatility more than good news of the same size. It captures the negative-shock asymmetry of financial return series by modelling the logarithm of the conditional variance.	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.