International records / OpenAlex research
Measuring Volatility Effects on Emerging Insurance Stock in Nigeria Arch and Garch Modelling Family Approach
Nigeria Stock markets play a critical role in economic development by facilitating capital formation and investment. However, in emerging economies like Nigeria, Insurance stock market performance is often characterized by high volatility, structural inefficiencies, and sensitivity to macroeconomic conditions, raising concerns about the stability and predictability of stock returns. The broad objective of the study is to measures volatility effects on emerging insurance stock in Nigeria. ARCH and GARCH Modelling family approach. The specific objective of the study is to investigate volatility …
