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GARCH模型是一个专门针对金融数据所量体订做的回归模型,除去和普通回归模型相同的之处,GARCH对误差的方差进行了进一步的建模。特别适用于波动性的分析和预测,这样的分析对投资者的决策能起到非常重要的指导性作用,其意义很多时候超过了对数值本身的分析和预测。(The GARCH model is a regression model specially designed for the measurement of financial data. In addition to the common regression model, GARCH makes a further modeling of the variance of the error. Particularly suitable for the analysis and prediction of volatility, such analysis can play a very important guiding role in the decision-making of investors, and its significance is much more than the analysis and prediction of the value itself.)
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