Definitions for "GARCH"
A time-series technique used in certain options pricing models, in which past observations of the variance and variance forecast are used to forecast future variances. See also "ARCH".
Generalized Autoregressive Conditional Heteroscedasticity. A time-series technique in which past observations of the variance and variance forecast are used to forecast future variances. See also ARCH.
Generalized ARCH (q.v.), an elaboration of the technique.