Can

i hase one from ggisa? Do use any garc models we fix to improve its predictability?

So i i do not. I know garch modelling, um, and that's generalized. Am, auto, auto regressive, conditional heterosced scodastityo he mouthful there. Han, why thans? Why we use the term garch um? It's used a lot involatility forecasting. I rarely am forecasting anything. I'm using statistical analysis to understand how strategies behaved historically, im and creating a diversified portfolio of strategies while being mindful of not overfitting. So how do you not, how do you avoid overfitting? Is a good questioni, you know, i only use a couple o parometers. I use walk rd analysis to change the insample and out asample period from my back test. And then most importantly, and probably the most simple method, is to change, if you change your perimeter slightly, how much does this change the back test? If you're seeing huge swings and changes in the back test. It's probably not robust. Ah, so i don't use scarch moradoing. I don't really use any forecasting. I'm not trying to forecast volatility.