The generalized autoregressive conditional heteroskedasticity (GARCH) process is an econometric term used to describe an approach to estimate volatility in financial markets.

Davidson (2004) recently proposed the hyperbolic GARCH model to capture the phenomenon of longrange dependence in volatility, with the extent of such dependence measured by the geometric or hyperbolic ...

Octavio A. Ramírez, Mohamadou Fadiga, Forecasting Agricultural Commodity Prices with Asymmetric-Error GARCH Models, Journal of Agricultural and Resource Economics ...