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A. Bashir has written:
'A review of autoregressive conditional heteroscedastic (arch)times series models'
Heteroskedasticity is when the standard deviation of a variable is inconsistent when measured several times over a period of time.
An autoregressive exogenous model
Yes, if it is autoregressive.
The term means "differing variance" and comes from the Greek "hetero" ('different') and "skedasis" ('dispersion').