Before revision:  we derive analytic expressions for the first four conditional moments of the forward return, of the forward variance, of the aggregated return and of the aggregated variance -- corresponding moments for some specific GARCH models largely used in practice are recovered as special cases ;
After revision:  we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases ;