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I am pretty confused about the ARCH model and forecasting of stock prices / stock returns. I have read some literature about forecasting with different models (AR,MA,ARMA) and i get the concept of them and I also implemented them on a time series (of a stock price in R). Now i want to do forecasting with a ARCH model but all I can find in the literature is the forecasting of volatility of a time series but not on forecasting of the time series itself. Is it even possible to do such a forecast with the ARCH model? And if so can you explain to me how i should approach?