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Autoregressive Conditional Heteroskedasticity

Model AIO:AutoregressiveConditionalHeteroskedasticity NOT_REVIEWED

A model that describes the variance of the current error term as a function of the previous periods' error terms, capturing volatility clustering. Used for time series data.

Ontology IRI: https://w3id.org/aio/AutoregressiveConditionalHeteroskedasticity

Ontology Structure & Relationships

Parent Classes

AIO:Model (Model)

Branches

Model

Annotations & Sources

Synonyms:

ARCH exact

Subsets:

https://w3id.org/aio/ModelSubset

Import Provenance & Upstream Synchronization

Source Repo: AIO GitHub

Release Version: aio.json

Commit: 397851c547…

License: CC-BY-4.0

Imported At: 2026-10-10T07:34:10Z

SHA256: 8f741d71408c…

Source File: data/aio/AutoregressiveConditionalHeteroskedasticity.yaml