Investopedia / Joules Garcia In statistics, heteroskedasticity (or heteroscedasticity) happens when the standard deviations of a predicted variable, monitored over different values of an ...

Mapodile / Getty Images Autoregressive conditional heteroskedasticity (ARCH) is a statistical model used to analyze volatility in time series in order to forecast future volatility. In the ...

This note begins by describing the problems that arise when variables are measured with noise. The note progresses to explain how to test for and correct heteroskedasticity. It also explains why it is ...

Froot, K. A. "Consistent Covariance Matrix Estimation with Cross-Sectional Dependence and Heteroskedasticity in Cross-Sectional Financial Data." Journal of Financial and Quantitative Analysis 24, no.