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Hi All, I just wanted to understand if there is any interpretation of α, β parameters that we estimate in GARCH models. As in what does it mean when α >β and α <β . What does it mean for an investor who is to invest in the portfolio fitted with GARCH estimates? Also, why can the value of α, β...

hey hi shankar, thank u for your simplified explanation. can u just let me know what u mean by the old volatility. is it the std dev that we calculate through the time series of returns that we have? please correct me if my understanding is wrong some where : 1. we need to take a sample of...