In recent years time series models have become more sophisticated and attempt to model conditional heteroskedasticity with models such as ARCH (autoregressive conditional heteroskedasticity) and GARCH (generalized autoregressive conditional heteroskedasticity) models frequently used for financial time series.
Dalam beberapa tahun terakhir model time series telah menjadi lebih canggih dan upaya untuk model bersyarat sifat heteroskedasticity dengan model seperti ARCH (autoregressive conditional sifat heteroskedasticity) dan GARCH (generalized autoregressive conditional sifat heteroskedasticity) model yang sering digunakan untuk financial time series.