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Modelling and forecasting stock market volatility using GARCH models

This study empirically models and forecasts stock market volatility in Nigeria using the GARCH family of econometric models applied to twenty five years of monthly Nigerian Exchange Group All-Share Index data spanning January 2000 to December 2024. The work is motivated by the substantial structural shocks introduced by the 2023 macroeconomic policy reforms, specifically the removal of petroleum fuel subsidies and the unification of the foreign exchange windows, which fundamentally altered th

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Source	OpenAlex research
Collection	International records
Kind	Document
Publisher	Journal of Interdisciplinary Postgraduate Research
Date	2026-06-26
Type	article
Details	openalex authorships.countries:NG,primary topic.subfield.id:3320\|3321\|3308\|1202\|3303\|3312\|2002\|2000\|2003 + local /\bnige
Found at	https://doi.org/10.61955/abhzhl
Archived copy	Look it up in the Wayback Machine
Record ID	`openalex:W7166200031`

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Modelling and forecasting stock market volatility using GARCH models. OpenAlex research, 2026. Vero Archive, record openalex:W7166200031.