GARCH Model : Time Series Talk

All about the GARCH model in Time Series Analysis!

[brunomartel]

Im gonna recommend this channel to every moving being i cross by

[ResilientFighter]

Bro, I have taken time series 3x and you have done the best at explaining these concepts better than all my teachers. Great work!

[atigunners]

I have just found your channel and finally I understood the GARCH model! Bless you, all your ancestors and future offspring 🥳🥳🥳

[aakuthotaharibabu]

3 years after also there are no such playlists related to time series that match to your level as far as i found. I think that itself makes this playlist most valuable. thank you so much. love to see more playlists from you.

[Yann]

Generalized AutoRegressive Conditional Heteroskedasticity - GARCH
- Auto: "self"
- Regressive: "act of going back"
- Hetero: "different; other"
- Skedasticity: "scattering; dispersal" (referring to σ)

[Hayden_Freeman]

I have never in my life seen such a good teacher before. When he says some weird shit he explains what it is and why it’s important / why we need it. Thanks for these vids

[shrutiagarwal]

YOU ARE AMAZING. Took all offline and online ways to learn, this is the best! Keep going

[Skullnick]

Waaaay better explanation compared to my professors during my Masters degree. Thanks !

[mrivaden]

Few times I've seen more clarity in explaining these models. Thanks for uploading

[Gigioxino]

Thank you man 4 the perfect explanation of arch and garch. I'm studying for statistics method for financial markets exam and without you I'd be lost.

[juanchog]

These are great videos. Keep it up! This is very helpful for many graduate students. Can you do another one discussing the differences between the DCC-GARCH, CCC-GARCH, and VCC-GARCH?

[vicentecfn]

The way you explain the concepts of the models very intuitively is awesome. Keep the great work. Tks from Brazil.

[krissyko]

I'm studying in Germany and I'm doing a statistic exam tomorrow. Your videos save me! Very well explained

[sammitchell]

your videos are amazing! you make things super easy to understand by explaining it better than my uni lecturers!

[jamespaz]

God bless you for these teachings, why can I have teachers like you in my life :)

[ridl]

agreed.. when I was in ECON grad school... GARCH was our final exam... (the trick is taking a 2nd regression on the error terms themselves)..Adv Econometrics 4....this video (and your effortless explanations) reminds me of what a beautiful art form this level of mathematics is...well done, sir

[sobiamurtaza]

This video is so helpful I understood the basics in just 10:24 minutes. Although I was reading about it for the past 2 weeks and was still confused. Thank you for making this video.

[stephenhobbs]

Great explanation! Succinct. Nice that you had just about all the equations already written and then needed to add only the volatility. Great format.

[cristiandiaz]

So far the best explation i had ever hear in my life about time series

[kanithakan]

You have done great job in explaining time series. Easier to understand and concise.