Modeling and Forecasting Daily Stock Returns of Guaranty Trust Bank Nigeria Plc using Arma-Garch Models, Persistence, Half-Life Volatility and Backtesting

Ngozi G. Emenogu; Monday Osagie Adenomon; Nweze Obinna Nwaze

doi:10.20944/preprints201811.0381.v1

Modeling and Forecasting Daily Stock Returns of Guaranty Trust Bank Nigeria Plc using Arma-Garch Models, Persistence, Half-Life Volatility and Backtes… | Science World Journal

This study investigated the forecasting ability of GARCH family models, and to achieve superior and more reliable models for volatility persistence, half-life v…