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So i have been searching for this answer for a question if there is a rule or something that would say when to use GARCH type model or use an stochastic volatility model to predict the volatility of an asset. I know the main difference between this models which is that the first one models the volatility like and autoregresive processes and the second does it with an stochastic processes but i don't know when should I use a GARCH or when do I use a SV.

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