id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
arjefm-94	González, María Rodríguez	A HISTORICAL PERSPECTIVE ON VOLATILITY IN THE MEXICAN STOCK MARKET INDEX	2023	13	.pdf	application/pdf	4724	241	46	GARCH model (p, q) is: v 2 t t t (5) q p t2 0 Despite the fact that GARCH model is used to forecast volatility and determine the behavior of prices, there are situations that GARCH model cannot explain.	cache/arjefm-94.pdf	txt/arjefm-94.txt