What is the meaning of ARCH?

ARCH is Autoregressive Conditional Heteroskedasticity. It is a time series approach that models volatility as function of previous returns.

Barry Goldsmith
4
 
|15 years ago|704 views|share |citing 
APABarry Goldsmith. (2010). arch. Retrieved September 20, 2026, from http://smartdefine.org/arch/definitions/1147788
ChicagoBarry Goldsmith. 2010. "arch" http://smartdefine.org/arch/definitions/1147788 (accessed September 20, 2026).
HarvardBarry Goldsmith 2010, arch, Smart Define, viewed 20 September, 2026, <http://smartdefine.org/arch/definitions/1147788>.
MLABarry Goldsmith. "arch" 21 October 2010. Web. 20 September 2026. <http://smartdefine.org/arch/definitions/1147788>
{ class="autoclick" }next definition (/)