GARCH

Course Overview

GARCH, or Generalized Autoregressive Conditional Heteroskedasticity, has and continues to play a significant role in volatility estimation and forecasting.  This Webinar introduces GARCH, and explores some of its extensions such as IGARCH, GJR model and TARCH.  This intensive and interactive 90 minute iRisk Webinar provides case studies with practival Excel/Solver Add-in implementation.