平稳应该是前提，可以参考计量经济学的有关书籍

不需要的,平稳那就不需要GARCH或ARCH

Not necessary.  It depents on the parameters.....

1 ARCH and GARCH are used to model Conditional Heteroscedasticity.

2 Conditional Heteroscedasticity does NOT mean Unconditioanal Heteroscedasticity.

3 Unconditional Heteroscedasticity implies Unstationarity(in the WEAK sense).

4 So conditional heteroscedastic process (ARCH or GARCH) could be stationary, or unstationary, (in the "weak" sense).

It depents on the parameters of the model.