Adjusts • Applies • Arch • Autocorrelation • Autoregressive • Better • Capture • Change • Changes • Correlation • Dat • Determines • Deviation • Difference • Different • Economy • Factors • Framework • Gaussian • Generalized • High • Included • Independent • Introduces • Main • Making • Maximum • Mean • Method • Model • More • Moving • Necessary • Nonlinear • Order • Phenomenon • Point • Precision • Provides • Role • Shocks • Standard • Symmetric • Technical • Tgarch • Threshold • Two • Volatility • Where • Which