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

Article ID

574FS

COVID-19, stock market, volatility, forecast, ARIMA, GARCH analysis.

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
DOI

Abstract

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.

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

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.

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

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Aminu Osman. 2026. “. Global Journal of Human-Social Science – E: Economics GJHSS-E Volume 23 (GJHSS Volume 23 Issue E2): .

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Crossref Journal DOI 10.17406/GJHSS

Print ISSN 0975-587X

e-ISSN 2249-460X

Issue Cover
GJHSS Volume 23 Issue E2
Pg. 51- 65
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GJHSS-E Classification: DDC Code: 338.542 LCC Code: HB3711
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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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