Порівняння методів

	Модель GARCH (Прогнозування волатильності)	Модель HAR-RV для реалізованої волатильності	Регресія звичайно найменших квадратів (ЗНК)
Галузь	Економетрика	Фінанси	Економетрика
Родина	Regression model	Regression model	Regression model
Рік появи	1986	2009	2019
Автор методу	Tim Bollerslev	Fulvio Corsi	Wooldridge (textbook treatment); classical least squares
Тип	Conditional volatility model	Linear time-series regression for volatility	Linear regression
Основоположне джерело	Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Journal of Econometrics, 31(3), 307–327.	Corsi, F. (2009). A Simple Approximate Long-Memory Model of Realized Volatility. Journal of Financial Econometrics, 7(2), 174–196.	Wooldridge, J. M. (2019). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning. ISBN: 978-1337558860
Інші назви	GARCH, GARCH(1,1), conditional volatility model, GARCH Modeli (Oynaklık Tahmini)	HAR-RV, heterogeneous autoregressive realized volatility, Corsi HAR model, HAR-RV Modeli (Heterogeneous Autoregressive Realized Volatility)	ordinary least squares, classical linear regression, linear regression, en küçük kareler regresyonu
Пов'язані	5	5	5
Підсумок	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.	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.	Ordinary Least Squares is the classical linear regression method that explains a continuous outcome as a linear combination of predictors. It estimates the coefficients by minimising the sum of squared residuals, and under the Gauss-Markov assumptions these estimates are the best linear unbiased estimator (BLUE).