---
title: "GARCH: formula and 39 recent papers"
description: "GARCH was mentioned in 39 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #27 of the 104 equations and models mentioned."
url: https://scholar4ai.com/equations/garch
markdown_url: https://scholar4ai.com/equations/garch.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-10-26T13:22:50+09:00
window: 2026-09-27 to 2026-10-26
source: OpenAlex (CC0)
---

# GARCH

$$
\sigma_t^2 = \omega + \alpha\,\varepsilon_{t-1}^2 + \beta\,\sigma_{t-1}^2
$$

Models time-varying volatility: today's variance depends on yesterday's shock and variance (GARCH(1,1)).

- area: Time series
- 5 papers in the last 7 days
- Names searched for: GARCH, EGARCH, TGARCH, FIGARCH, MGARCH, generalized autoregressive conditional heteroskedasticity, generalized autoregressive conditional heteroscedasticity

Back to the ranking: https://scholar4ai.com/rankings/equations.md

## Key findings

- GARCH was mentioned in 39 papers in the last 30 days (2026-09-27 to 2026-10-26), ranking #27 of the 104 equations and models mentioned.
- By journal category: Finance (23), Economics (13), AI (1), Management (1) and Operations Research (1).
- Most of them appeared in Computational Economics (6), Finance research letters (6) and International Review of Economics & Finance (6).
- Often mentioned together with Vector autoregression (VAR) (10), Long short-term memory (LSTM) (7) and Quantile regression (7).
- Datasets named in the same papers: VIX (7), Economic Policy Uncertainty index (7) and S&P 500 (7).
- From Apr 2024 to Sep 2026, 216 archived papers mentioned GARCH in their title, abstract or keywords, most of them in Jun 2025 (18).

## Mentions over 30 months

*Papers mentioning it by publication month, Apr 2024 to Sep 2026 (titles, abstracts and keywords)*

| Trend | Apr 24–Sep 24 | Oct 24–Sep 25 | Oct 25–Sep 26 | 30 months |
|---|---:|---:|---:|---:|
|  | 64 | 141 | 11 | 216 |

*Papers mentioning GARCH, newest first.*

| Date | Title | Journal | Authors | Affiliations |
|---|---|---|---|---|
| 2026-10-24 | [Optimal Portfolio Allocation with Gromov-Wasserstein Barycenter](https://doi.org/10.1007/s10614-026-11445-1) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Alessandro Spelta, Nicoló Pecora, Mario Maggi | University of Pavia |
| 2026-10-23 | [Volatility persistence across global equity markets: long-memory diagnostics versus horizon-specific VaR rankings](https://doi.org/10.1057/s41283-026-00247-2) | [Risk Management](https://scholar4ai.com/journals/risk-management.md) | Zhixing Lin, Shuoyan Lin | Jiangxi University of Software Professional Technology; Guangdong University Of Finances and Economics |
| 2026-10-23 | [Markov-Switching Multifractal Models for High-Frequency Trade Counts](https://doi.org/10.1007/s10614-026-11452-2) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Zhamilya Mussayeva, Karim Moussa | Vrije Universiteit Amsterdam |
| 2026-10-22 | [Hybrid Econometric-Machine Learning Forecasts of a Daily Variance Proxy with Block-Conformal Prediction Bands](https://doi.org/10.1007/s10614-026-11458-w) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Çağlar Sözen | Giresun University |
| 2026-10-21 | [Economic policy uncertainty and Chinese exchange rate volatility: evidence from the GARCH–MIDAS approach](https://doi.org/10.1007/s10290-026-00675-y) | [Review of World Economics](https://scholar4ai.com/journals/review-of-world-economics.md) | Panpan Wang, Yishi Li, Changqian Xie et al. | Southeast University; Southeast University; Zhejiang University of Water Resource and Electric Power; … |
| 2026-10-19 | [Do sustainable firms carry less tail risk? Distributional asymmetries between HVA and Non-HVA equities](https://doi.org/10.1016/j.jeca.2026.e00482) | [The Journal of Economic Asymmetries](https://scholar4ai.com/journals/the-journal-of-economic-asymmetries.md) | Dhairya Dev, Gagan Deep Sharma, Amar Rao et al. | Guru Gobind Singh Indraprastha University; AGH University of Krakow; Széchenyi István University; … |
| 2026-10-19 | [Cryptocurrency and initial trust formation: an empirical investigation into the dynamics of willingness to use in financial transactions](https://doi.org/10.1186/s40854-026-00926-9) | [Financial Innovation](https://scholar4ai.com/journals/financial-innovation.md) | Ahmed Geebren | Tobruk University |
| 2026-10-17 | [The role of copper global price on long-term volatility: An asymmetric GARCH-MIDAS approach for NYSE assets](https://doi.org/10.1016/j.najef.2026.102736) | [The North American Journal of Economics and Finance](https://scholar4ai.com/journals/the-north-american-journal-of-economics-and-finance.md) | Giorgia Rivieccio, Michele  Mario Ippolito, Giovanni De Luca | Parthenope University of Naples |
| 2026-10-16 | [Path-dependence in realized volatility forecasting: Evidence from the Chinese stock market](https://doi.org/10.1016/j.frl.2026.110911) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Sicheng Fu, Shaopeng Hong, Jiahao Chen | Jinan University; Southwestern University of Finance and Economics |
| 2026-10-16 | [The magnificent seven and bitcoin: Time-varying predictability, dynamic conditional correlation, and multi-scale co-movement](https://doi.org/10.1016/j.iref.2026.105960) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Fuzuli Aliyev, Neman Eylasov, Nijat Gasim | ADA University; Azerbaijan University of Languages; Baku Engineering University; … |
| 2026-10-15 | [Geopolitical risk spillovers among GCC stock markets, non-renewable energy, and gold: evidence from a quantile connectedness approach](https://doi.org/10.1007/s10258-026-00299-y) | [Portuguese Economic Journal](https://scholar4ai.com/journals/portuguese-economic-journal.md) | Nidhal Mgadmi, Fekria Belhouichet, Ştefan Cristian Gherghina et al. | University of Sfax; Faculty of Economics and Management of Sfax; Bucharest University of Economic Studies; … |
| 2026-10-13 | [Climate-transition narratives and downside tail risk in carbon and energy markets: evidence from a GARCH-MIDAS framework](https://doi.org/10.1016/j.frl.2026.110928) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Mansoora Ahmed, Syed Ali Raza, Karim Oueslati | Yango University; Iqra University; Paris School of Business |
| 2026-10-13 | [Investigating the dependence structure of dirty and clean cryptocurrencies with energy and green assets: Evidence from Markov-switching models](https://doi.org/10.1016/j.ribaf.2026.103672) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Shu‐Han Hsu, Yiwen Yang, Po−Keng Cheng | National Taipei University of Business; National Taiwan Normal University; National Taipei University |
| 2026-10-12 | [Uncertainty and tail spillovers: Dynamic connectedness between DeFi tokens and BRICS equity markets](https://doi.org/10.1016/j.pacfin.2026.103405) | [Pacific-Basin Finance Journal](https://scholar4ai.com/journals/pacific-basin-finance-journal.md) | Weiping Li, Ziying Lian, Junbo Wang et al. | City University of Macau; Wenzhou-Kean University; Shandong University of Finance and Economics |
| 2026-10-12 | [Does commodity futures internationalization reshape uncertainty transmission? Evidence from China](https://doi.org/10.1016/j.frl.2026.110892) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Ranran Guo, Tianjun Lu | Hefei University of Technology |
| 2026-10-12 | [Measurement and Early Warning of Systemic Financial Risk Based on Differentiated GARCH-Copula and NNG-LSTM Model](https://doi.org/10.1007/s10614-026-11449-x) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Zidan Luo, L Wang, Lin Sui et al. | Jiangnan University; Shandong Jiaotong University |
| 2026-10-11 | [How does lithium-market information flow? Financial connectedness and physical–financial linkages](https://doi.org/10.1016/j.irfa.2026.105450) | [International Review of Financial Analysis](https://scholar4ai.com/journals/international-review-of-financial-analysis.md) | María José Quinteros, Mauricio G. Villena | Universidad de Santiago de Chile |
| 2026-10-10 | [Imported financial risk in global foreign exchange markets: A time-frequency network analysis](https://doi.org/10.1016/j.frl.2026.110908) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Zhongzhe Ouyang, Yuqi Guo, Yaoxun Deng et al. | Guangzhou University; China Construction Bank; Hunan Normal University |
| 2026-10-09 | [Stablecoin Peg Fragility and Latent Tail-Risk Regimes: Evidence from Peg Deviations and Supply Contractions](https://doi.org/10.1016/j.iref.2026.105928) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Edson Pindza | University of South Africa |
| 2026-10-08 | [Behavioral drivers of cryptocurrency markets: A systematic review](https://doi.org/10.1016/j.jbef.2026.101265) | [Journal of Behavioral and Experimental Finance](https://scholar4ai.com/journals/journal-of-behavioral-and-experimental-finance.md) | Sebastian Steindl, Hans Rüdiger Kaufmann, Bernd Britzelmaier | University of Nicosia; Pforzheim University of Applied Sciences |
| 2026-10-07 | [Bayesian Black-Litterman under Nonlinear Dependence: A Hybrid Framework with GARCH-EVT Marginals, R-Vine Copulas, and Reinforcement Learning for Tactical Portfolio Allocation](https://doi.org/10.1007/s10614-026-11433-5) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Felipe Mora, Werner Kristjanpoller | Universidad Técnica Federico Santa María |
| 2026-10-07 | [Testing for dominance in risk transmission mechanisms towards the European energy market](https://doi.org/10.1016/j.frl.2026.110844) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Jone Ascorbebeitia, Eva Ferreira, Susan Orbe | University of the Basque Country |
| 2026-10-06 | [Sentiment interactions in financial markets: Conditional volatility, feedback, and shock propagation](https://doi.org/10.1016/j.iref.2026.105946) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Md Tanvir Hasan | University of Dhaka; University of Glasgow |
| 2026-10-05 | [Transparent forecasting with XAI: Improving accuracy and trust in electricity demand prediction](https://doi.org/10.1016/j.knosys.2026.117131) | [Knowledge-Based Systems](https://scholar4ai.com/journals/knowledge-based-systems.md) | Somya Bansal, Vaibhav Baldeva, Asmit Cajla et al. | Thapar Institute of Engineering & Technology; Torrens University Australia; Norwegian University of Science and Technology |
| 2026-10-05 | [An innovative approach to stock forecasting: combining LSTM, VMD, and artificial rabbit optimization](https://doi.org/10.1186/s43093-026-00987-3) | [Future Business Journal](https://scholar4ai.com/journals/future-business-journal.md) | Homa Mehtarizadeh, Najme Mansouri, Behnam Mohammad Hasani Zade et al. | Shahid Bahonar University of Kerman |
| 2026-10-05 | [Retail weekends, institutional weekdays: Liquidity and return asymmetries in cryptocurrency markets](https://doi.org/10.1016/j.qref.2026.102245) | [The Quarterly Review of Economics and Finance](https://scholar4ai.com/journals/the-quarterly-review-of-economics-and-finance.md) | Yhlas Sovbetov | Istanbul Aydın University |
| 2026-10-03 | [Climate policy uncertainty and risk spillovers: Evidence from China’s carbon markets](https://doi.org/10.1016/j.iref.2026.105917) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Jinjin Tian, Li Chen, Yong Ma et al. | Central South University of Forestry and Technology; Hunan University |
| 2026-10-03 | [International spillovers of the US–China trade war 2.0: The case of Asian stock markets](https://doi.org/10.1016/j.iref.2026.105941) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Wojciech Grabowski, Ewa Stawasz‐Grabowska | University of Łódź |
| 2026-10-03 | [Tail Dependence in EU Carbon Markets: Graphical Models of Extremes for EUA Futures](https://doi.org/10.1007/s10614-026-11430-8) | [Computational Economics](https://scholar4ai.com/journals/computational-economics.md) | Jan Maciejowski, Manuele Leonelli | IE University |
| 2026-10-01 | [When Geopolitical Stress Hits Defense Technology: Multiscale Evidence from Cybersecurity, Aerospace, and Semiconductor Markets](https://doi.org/10.1016/j.frl.2026.110989) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | Nader Naifar | Imam Mohammad ibn Saud Islamic University |
| 2026-10-01 | [Integration of joint energy commodity price forecasts with hydrogen energy system planning under uncertain climate policies](https://doi.org/10.1016/j.ijforecast.2026.05.005) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Hongtao Ren, Caiyu Chen, Li Su et al. | East China University of Science and Technology; Renmin University of China; China Construction Bank; … |
| 2026-10-01 | [High-dimensional portfolio optimization with weight constraints: Forecasting models utilizing GARCH-EVT, R-vine copula, and SCAD penalty](https://doi.org/10.1016/j.ijforecast.2026.08.007) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Jian Lv, Chenxu Wang, Wenyong Yuan | Zhejiang University of Finance and Economics |
| 2026-10-01 | [Dynamic factor loadings and portfolio return prediction: Evidence from deep sequence models](https://doi.org/10.1016/j.iref.2026.105909) | [International Review of Economics & Finance](https://scholar4ai.com/journals/international-review-of-economics-finance.md) | Viktor Manahov, Zihao Hou, Dimitrios Stafylas |  |
| 2026-10-01 | [Combining value-at-risk and expected-shortfall forecasts via the model confidence set](https://doi.org/10.1016/j.ijforecast.2026.09.011) | [International Journal of Forecasting](https://scholar4ai.com/journals/international-journal-of-forecasting.md) | Alessandra Amendola, Vincenzo Candila, Antonio Naimoli et al. |  |
| 2026-09-30 | [Oil prices and the pricing of green equity ETFs: Evidence on greenium dynamics](https://doi.org/10.1016/j.jfds.2026.100206) | [The Journal of Finance and Data Science](https://scholar4ai.com/journals/the-journal-of-finance-and-data-science.md) | José Alejandro Fernández Fernández, Miguel Ángel Casquet, Sonia Quiroga | Universidad Complutense de Madrid |
| 2026-09-30 | [Data-driven robust enhanced indexing investment funds with support vector clustering](https://doi.org/10.1007/s10898-026-01646-1) | [Journal of Global Optimization](https://scholar4ai.com/journals/journal-of-global-optimization.md) | Kamayani Shukla, Ruchika Sehgal, Amita Sharma | Netaji Subhas University of Technology; Guru Gobind Singh Indraprastha University |
| 2026-09-30 | [Risk-adjusted multi-objective optimization of industrial energy portfolios: The role of electrification in economic and environmental sustainability](https://doi.org/10.1016/j.eneco.2026.109608) | [Energy Economics](https://scholar4ai.com/journals/energy-economics.md) | Minhye Oh, Dong Hee Suh | Virginia Tech; Korea University |
| 2026-09-29 | [The price of ethics: Liquidity and safe haven properties of responsible physical gold ETPs](https://doi.org/10.1016/j.ribaf.2026.103646) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Borja Amor Tapia, Paula Castro, María Teresa Tascón Fernández | Universidad de León |
| 2026-09-29 | [A novel forecasting method for imported risk in the foreign exchange market: Evidence from China](https://doi.org/10.1016/j.ribaf.2026.103647) | [Research in International Business and Finance](https://scholar4ai.com/journals/research-in-international-business-and-finance.md) | Zhongzhe Ouyang, Min Lu, Yinquan Qi et al. | Guangzhou University; Hunan Normal University |

## Cite this page

Scholar4AI. (2026). GARCH. Journal Research Rankings. Retrieved October 26, 2026, from https://scholar4ai.com/equations/garch

```bibtex
@misc{scholar4ai-equations-garch,
  author = {{Scholar4AI}},
  title = {GARCH},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/equations/garch}},
  urldate = {2026-10-26},
  note = {Journal Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).