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- W4312967012 abstract "The volatility of equity returns for two beverages traded on the Nigerian stock exchange is the subject of this study. The ARCH effect test demonstrated that the two beverages disprove the claim that there is no ARCH effect. According to the preliminary analysis, both beverages were volatile. CGARCH and EGARCH were chosen as the best volatility models for Guinness Nigeria Plc returns and Nigeria Breweries returns, respectively, based on model selection criteria. The EGARCH model, on the other hand, rejected the idea that Guinness Nigeria Plc’s equity returns respond equally to negative and positive shocks of similar magnitude. This study’s findings suggest that the government should be cautious about how it manages inflation and foreign direct investment because they affect the rising stock price. Financial stability will likely be a more direct and explicit part of the macroeconomic responsibilities of central banks in the coming years." @default.
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- W4312967012 date "2022-01-01" @default.
- W4312967012 modified "2023-09-26" @default.
- W4312967012 title "MODELING THE VOLATILITY FOR SOME SELECTED BEVERAGES STOCK RETURNS IN NIGERIA (2012-2021): A GARCH MODEL APPROACH" @default.
- W4312967012 doi "https://doi.org/10.26480/msmk.02.2022.41.51" @default.
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