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Generalized Autoregressive Conditional Heteroskedasticity

Model AIO:GeneralizedAutoregressiveConditionalHeteroskedasticity NOT_REVIEWED
A model that incorporates lagged conditional variances, allowing for more flexibility in modeling time-varying volatility.
Ontology IRI: https://w3id.org/aio/GeneralizedAutoregressiveConditionalHeteroskedasticity

Ontology Structure & Relationships

Parent Classes
Branches
Model

Annotations & Sources

Synonyms:
  • GARCH 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/GeneralizedAutoregressiveConditionalHeteroskedasticity.yaml