Krahasoni metodat

	Model ARCH Furie	Modeli GARCH (Parashikimi i Volatilitetit)
Fusha	Ekonometri	Ekonometri
Familja	Regression model	Regression model
Viti i origjinës	2010s	1986
Krijuesi	Extends Engle (1982) ARCH framework with Fourier terms following Enders & Lee (2012)	Tim Bollerslev
Lloji	Volatility model with smooth structural change	Conditional volatility model
Burimi themelues	Engle, R. F. (1982). Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica, 50(4), 987–1007.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Emërtime të tjera	Fourier-ARCH, F-ARCH, ARCH with Fourier terms, Fourier smooth transition ARCH	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Të lidhura	6	5
Përmbledhja	The Fourier ARCH model extends the classical ARCH framework by incorporating trigonometric (Fourier) terms into the conditional variance equation. This allows the model to capture smooth, gradual shifts in volatility dynamics over time without assuming abrupt structural breaks, making it well-suited for long financial or macroeconomic time series subject to slowly evolving regime changes.	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.