Linganisha mbinu

	Mfumo wa HAR-RV wa Matumizi Halisi ya Kutikisika	Modeli wa GARCH (Utabiri wa Msukosuko)
Nyanja	Fedha	Ekonometriki
Familia	Regression model	Regression model
Mwaka wa asili	2009	1986
Mwanzilishi	Fulvio Corsi	Tim Bollerslev
Aina	Linear time-series regression for volatility	Conditional volatility model
Chanzo asilia	Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174–196.	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.
Majina mbadala	HAR-RV, heterogeneous autoregressive realized volatility, Corsi HAR model, HAR-RV Modeli (Heterogeneous Autoregressive Realized Volatility)	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)
Zinazohusiana	5	5
Muhtasari	The HAR-RV model, introduced by Fulvio Corsi in 2009, forecasts realized volatility by decomposing it into daily, weekly, and monthly components. It is a simple linear regression that mirrors how market participants with different investment horizons react to volatility, and it naturally captures the long-memory behaviour of volatility.	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.