2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/209911The hybrid Monte Carlo (HMC) algorithm is used for Bayesian analysis of the generalized autoregressive conditional heteroscedasticity (GARCH) model. The HMC algorithm is one of Markov chain Monte Carlo (MCMC) algorithms and it updates all parameters at once. We demonstrate that how the HMC reproduces the GARCH parameters correctly. The algorithm is rather general and it can be applied to other models like stochastic volatility models.The 9th Joint Conference on Information Sciences (JCIS), October 8-11, 2006Computational PhysicsData Analysis, Statistics and ProbabilityStatistical Financetext