Volatility Modelling of the Johannesburg Stock Exchange All Share Index Using the Family GARCH Model
In numerous domains of finance and economics, modelling and predicting stock market volatility is essential. Predicting stock market volatility is widely used in the management of portfolios, analysis of risk, and determination of option prices. This study is about volatility modelling of the daily...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-04-01
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| Series: | Forecasting |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2571-9394/7/2/16 |
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