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ARCH and GARCH models assume either i.i.d. or (what economists lable as)white noise as is usual in regression analysis while assuming memory in aconditional mean square fluctuation with stationary increments. We will showthat ARCH/GARCH is inconsistent with uncorrelated increments, violating thei.i.d. and white assumptions and finance data and the efficient markethypothesis as well.

ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns