| 单词 | general autoregressive conditional heteroscedasticity model |
| 释义 | general autoregressive conditional heteroscedasticity model = GARCH In statistics, a generalized model of autoregressive conditional heteroscedasticity models, which are used in finance as a way of estimating volatility. These are complicated time-series econometric models, in which the past value of a variable is used to predict its future value. See: |
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