• Using past data to predict future data.

 Embedded terms in definition
 Referenced Terms
 Arch: Is Autoregressive Conditional Heteroskedasticity. It is a time series approach that models volatility as function of previous returns.

 Egarch: Is Exponential Generalized Autoregressive Conditional Heteroskedasticity (GARCH).

 Extrapolative statistical models: Models that apply a formula to historical data and project results for a future period. Such models include the simple linear trend model, the simple exponential model, and the simple Autoregressive model.

 Garch: Is Generalized Autoregressive Conditional Heteroskedasticity (ARCH). It is a time series approach which models volatility as a function of both previous returns and previous volatilities.

 Igarch: Is Integrated Generalized Autoregressive Conditional Heteroskedasticity (GARCH).

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