I need to understand the concept of combining (S)ARIMA and (G)ARCH model for the predicting time-series data.

I understand that after fitting the arima model model.predict(n_periods=n) gives the prediction for next n series.

I think model.forecast(horizon=n) for garch gives the variance forecast and not the "real forecast" ?

How do you predict combining both GARCH and SARIMA model? what does it mean that one has used SARIMA-GARCH for the prediction?

I understand, that this should be the very basic concept but I am struggling to grasp the concept. Thank you


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