This is a research paper titled "Generalized Autoregressive Conditional Heteroskedasticity" by Tim Bollerslev, published as part of the EERI Research Paper Series No 01/1986. The paper is part of a series published by the Economics and Econometrics Research Institute (EERI), located at Avenue de Beaulieu, 1160 Brussels, Belgium. The paper's ISSN is 2031-4892. The contact information for EERI includes a telephone number (+322 298 8491) and a fax number (+322 298 8490), as well as a website address (www.eeri.eu). The paper is likely to present a statistical model for analyzing time series data with changing variances, known as GARCH models. The author, Tim Bollerslev, is a prominent economist and statistician known for his contributions to financial econometrics. The paper is part of a series of research papers published by EERI, which is a research institute focused on economics and econometrics. The paper's title suggests that it introduces a generalized form of the autoregressive conditional heteroskedasticity (ARCH) model, which is a statistical model used in financial economics to model and forecast the volatility of financial time series. The paper is likely to provide a theoretical framework for the GARCH model and discuss its applications in financial econometrics. The paper is published in English and is accessible through the EERI website. The paper is part of a series of research papers published by EERI, which is a research institute focused on economics and econometrics. The paper's title suggests that it introduces a generalized form of the autoregressive conditional heteroskedasticity (ARCH) model, which is a statistical model used in financial economics to model and forecast the volatility of financial time series. The paper is likely to provide a theoretical framework for the GARCH model and discuss its applications in financial econometrics.This is a research paper titled "Generalized Autoregressive Conditional Heteroskedasticity" by Tim Bollerslev, published as part of the EERI Research Paper Series No 01/1986. The paper is part of a series published by the Economics and Econometrics Research Institute (EERI), located at Avenue de Beaulieu, 1160 Brussels, Belgium. The paper's ISSN is 2031-4892. The contact information for EERI includes a telephone number (+322 298 8491) and a fax number (+322 298 8490), as well as a website address (www.eeri.eu). The paper is likely to present a statistical model for analyzing time series data with changing variances, known as GARCH models. The author, Tim Bollerslev, is a prominent economist and statistician known for his contributions to financial econometrics. The paper is part of a series of research papers published by EERI, which is a research institute focused on economics and econometrics. The paper's title suggests that it introduces a generalized form of the autoregressive conditional heteroskedasticity (ARCH) model, which is a statistical model used in financial economics to model and forecast the volatility of financial time series. The paper is likely to provide a theoretical framework for the GARCH model and discuss its applications in financial econometrics. The paper is published in English and is accessible through the EERI website. The paper is part of a series of research papers published by EERI, which is a research institute focused on economics and econometrics. The paper's title suggests that it introduces a generalized form of the autoregressive conditional heteroskedasticity (ARCH) model, which is a statistical model used in financial economics to model and forecast the volatility of financial time series. The paper is likely to provide a theoretical framework for the GARCH model and discuss its applications in financial econometrics.