Garch, Arima and Arch explanation

[Tinkerz]

Can someone please explain Garch, Arima and Arch, what they are used for and some links to good reads.

I use Tradestation and fairly good in excel, any links to Garch, Arima and Arch explanation in those products?

thanks

T

 

[Capablanca]

Why not just do a search in them? They're just another way of drawing a particular kind of moving average.

 

[dtrader98]

Good practical examples of GARCH for
excel.

http://www.amazon.com/Option-Pricin...=sr_1_1?ie=UTF8&s=books&qid=1222187612&sr=8-1

They are general auto regressive models,
i.e. the prediction has some dependency on prior terms, unlike a completely random model. Generally good at predicting volatility, not so well at predicting prices nor direction

 

[Tinkerz]

anything with VB code is great i can understand that