Arashi, Mohammad; Rounaghi, Mohammad Mahdi - In: Future Business Journal 8 (2022), pp. 1-12
we modeled daily stock index in NASDAQ stock exchange using ARMA-GARCH model from 2000 until the end of 2016. After … values for 2017 and our findings show that ARMA-GARCH model can forecast very well at the error level of 1%. Also, the result …