global-journal-of-human-social-science-e-economics
Global Journal of Human-Social Science - E: Economics
0975-587X
2249-460X
Global Journals Publishing Group Incorporated
62122
Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH
COVID-19 Impact on Ghana Stock Exchange Index
OsmanAminu
AbaidooAnthony
Antwi-KonadueJustina
AndohFrances Kwaw
GHANA
03
07
2023
23
E2
51
65
Abstract not found
covid-19
stock exchange
composite index
autoregressive
moving average
ARIMA
GARCH
Full Text
It is obvious that COVID-19 has caused unprecedented global economic crises. The study forecast stock amidst the negative shock of COVID-19 and also examine the effect of novel COVID-19 on the stock exchange market by employing ARIMA and EGARCH model using daily data of Ghana Stock Exchange Composite Index from October 2017 to February 2021.