GARCH stands for Generalized Autoregressive Conditional Heteroskedasticity. To translate, skedasticity refers to the volatility or wiggle of a time series. Heteroskedastic means that the wiggle itself tends to wiggle. Conditional means the wiggle of the wiggle depends on something else. Autoregressive means that the wiggle of the wiggle depends on its own past wiggle. Generalized means that the wiggle of the wiggle can depend on its own past wiggle in all kinds of wiggledy ways.

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