- Category:
- Other systems
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- 1kb
- Update:
- 2017-07-06
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- liwei
Description: The GARCH model is a regression model specially designed for the measurement of financial data. In addition to the common regression model, GARCH makes a further modeling of the variance of the error. Particularly suitable for the analysis and prediction of volatility, such analysis can play a very important guiding role in the decision-making of investors, and its significance is much more than the analysis and prediction of the value itself.
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