GARCHProcess

GARCHProcess[κ,{α1,…,αq},{β1,…,βp}] represents a generalized autoregressive conditionally heteroscedastic process of orders p and q, driven by a standard white noise.

GARCHProcess[κ,{α1,…,αq},{β1,…,βp},init] represents a GARCH process with initial data init.

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