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In statistics, a generalized model of autoregressive conditional heteroscedasticity models, which are used in finance as a way of estimating volatility. These are complicated time-series econometric models, in which the past value of a variable is used to predict its future value. See heteroscedastic.
From: general autoregressive conditional heteroscedasticity model in A Dictionary of Finance and Banking »
Subjects: Financial Institutions and Services.
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