MODELLING THE VOLATILITY OF COTTON AND RUBBER STOCK RETURNS IN NIGERIA USING GARCH TYPE MODELS

Authors

  • Mohammed Anono Zubair University of Abuja, Abuja
  • Bello Adaviriku Boyi University of Abuja

DOI:

https://doi.org/10.33003/fjs-2025-0905-3650

Keywords:

ARCH, Diagnostic Test, EGARCH, GARCH, PARCH, Skewness, Stationarity

References

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https://doi.org/10.1029/2004SW000123

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Published

2025-05-31

How to Cite

Zubair, M. A., & Boyi, B. A. (2025). MODELLING THE VOLATILITY OF COTTON AND RUBBER STOCK RETURNS IN NIGERIA USING GARCH TYPE MODELS. FUDMA JOURNAL OF SCIENCES, 9(5), 67 - 79. https://doi.org/10.33003/fjs-2025-0905-3650