EGARCH, GJR-GARCH, TGARCH, AVGARCH, NGARCH, IGARCH …

ARCH and GARCH models. In this article, we relax the symmetry assumption. We use the asymmetric and fat tail distributions because they have an advantage in representing the volatile time series (Alberg, Shalit and Yosef [19]). In addition, the models such as EGARCH, GJR GARCH, AVGARCH, TGARCH and APARCH (asymmetric power

  Garch, Asymmetric