Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

1
Aminu Osman
Aminu Osman
2
Anthony Abaidoo
Anthony Abaidoo
3
Justina Antwi-Konadue
Justina Antwi-Konadue
4
Frances Kwaw Andoh
Frances Kwaw Andoh

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No external funding was declared for this work.

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The authors declare no conflict of interest.

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Aminu Osman. 2026. \u201cImpact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH\u201d. Global Journal of Human-Social Science - E: Economics GJHSS-E Volume 23 (GJHSS Volume 23 Issue E2): .

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COVID-19, stock market, volatility, forecast, ARIMA, GARCH analysis.
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GJHSS Volume 23 Issue E2
Pg. 51- 65
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Crossref Journal DOI 10.17406/GJHSS

Print ISSN 0975-587X

e-ISSN 2249-460X

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GJHSS-E Classification: DDC Code: 338.542 LCC Code: HB3711
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July 3, 2023

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Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

Aminu Osman
Aminu Osman
Anthony Abaidoo
Anthony Abaidoo
Justina Antwi-Konadue
Justina Antwi-Konadue
Frances Kwaw Andoh
Frances Kwaw Andoh

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