DBC 2423 - GARCH Process
The Banking Tutor
Daily Banking Concept - 2423
The generalized autoregressive conditional
heteroskedasticity (GARCH) process is an econometric model for estimating
volatility in financial markets. GARCH is widely used by financial institutions
to forecast returns, optimize portfolios, and manage the risk of stocks, bonds,
and other assets.
posted by The Banking Tutor @ May 03, 2026
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