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investigation of the volatility, VaR, and backtesting of the daily stock price of Total Nigeria Plc is important as most previous …This study investigates the volatility in daily stock returns for Total Nigeria Plc using nine variants of GARCH models … backtesting. We use daily data for Total Nigeria Plc returns for the period January 2, 2001 to May 8, 2017, and conclude that …
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market was shown to react to news unequally. Volatility spikes sharply when unexpected adverse news reaches the market while …
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