Can someone please explain Garch, Arima and Arch, what they are used for and some links to good reads. I use Tradestation and fairly good in excel, any links to Garch, Arima and Arch explanation in those products? thanks T
Why not just do a search in them? They're just another way of drawing a particular kind of moving average.
Good practical examples of GARCH for excel. http://www.amazon.com/Option-Pricin...=sr_1_1?ie=UTF8&s=books&qid=1222187612&sr=8-1 They are general auto regressive models, i.e. the prediction has some dependency on prior terms, unlike a completely random model. Generally good at predicting volatility, not so well at predicting prices nor direction