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List:       r-sig-finance
Subject:    [R-SIG-Finance] Garch Model
From:       Christofer Bogaso <bogaso.christofer () gmail ! com>
Date:       2013-06-15 14:18:51
Message-ID: CA+dpOJ=wvFneXrnhKoJ2LnXgLdz_u7MPcV2LHUrcrt7rEmZJwA () mail ! gmail ! com
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Hello all,

Can somebody tell me, what is the "ARCH factor" in a typical Garch model?
If it is low/high then what is the implication/consequence in the
Volatility?

I am basically looking for some non-technical explanation.

I would really appreciate if somebody help me out in understanding that?

Thanks and regards,

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