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What does GARCH stand for?

GARCH stands for Generalized Autoregressive Conditional Heteroskedasticity

This definition appears very frequently

Other Resources:
We have 2 other meanings of GARCH in our Acronym Attic

Samples in periodicals archive:

Second, to measure the effects of both expected and unexpected inflation and inflation uncertainty, we employ generalized autoregressive conditional heteroskedasticity (GARCH)-type models to obtain expected and unexpected components of inflation and conditional variance as a proxy for inflation uncertainty.