GARCH Model?

Question

Please help me in learnign BASICS of EWMA, ARCH AND GARCH. I am appearing in FRM exam and dont knwo these concpets. I need to learn the concept, understand formulas, interpret and apply the results.

Answer 1

Here is a very good primer on GARCH models:

http://www.fenews.com/fen22/garch.html

And a tutorial on EWMA, UWMA, and GARCH:

http://www.lifelong-learners.com/opt/SYL/sec1.php

Hope this helps!