Katie Garch brings her passion for weather forecasting to 16 WAPT, all the way from the sunny shores of Palm Beach, Florida. Growing up in a region frequently affected by hurricanes, Katie's interest ...

Volatility forecasting is perhaps the most important concept in risk management.

The generalized autoregressive conditional heteroskedasticity (GARCH) process is an econometric term used to describe an approach to estimate volatility in financial markets.

The Glosten, Jagannathan and Runkle GARCH-N is the best model for South Africa, which is the only country that rejects the stationary EVT approach. Despite these contrasting results, we find that it ...

This paper proposes an AR–GARCH-type EVT model with various innovations for energy price risk quantification.

This paper develops a closed-form option valuation formula for a spot asset whose variance follows a GARCH (p, q) process that can be correlated with the returns of the spot asset. It provides the ...

The GARCH model may perform better in cases where theory suggests that the data generating process produces true autoregressive conditional heteroscedasticity. This is the case in some economic ...

Imax has revealed a deal with global entertainment company EVT for five new state-of-the-art Imax with Laser systems across Australia and Germany. Under the deal, EVT will integrate a new Imax ...