The question requires either a book-long answer or some references. I will provide the latter. For an extensive overview of different GARCH models, see Bollerslev "Glossary to ARCH (GARCH)" (2009) and Ghalanos "Introduction to the rugarch package" (2022).

The question requires either an article-long answer or some references. I will provide the latter. For an extensive overview of different GARCH models, see Bollerslev "Glossary to ARCH (GARCH)" (2009) and Ghalanos "Introduction to the rugarch package" (2022).

The question requires either a book-long answer or some references. I will provide the latter. For an extensive overview of different GARCH models, see Bollerslev "Glossary to ARCH" (2009) and Ghalanos "Introduction to the rugarch package" (2022).

The question requires either a book-long answer or some references. I will provide the latter. For an extensive overview of different GARCH models, see Bollerslev "Glossary to ARCH (GARCH)" (2009) and Ghalanos "Introduction to the rugarch package" (2022).