Modeling Volatility with TGARCH

Sergey Okun  This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.


  • Volatility has a number of statistical properties that must be taken into account in the modeling process.
  • The TGARCH model is one of the GARCH family models which allows for modeling volatility.
  • I Know First provides volatility predictions for short-term and long-term periods based on the machine learning approach.

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