AutoRegressive Conditional Heteroskedasticity Parkinson Range (GARCH-PARK-R) Model, is proposed. The GARCH-PARK-R model, utilizing …, which remain relatively costly and are not readily available. The estimates of the GARCH-PARK-R model are derived using the … Quasi-Maximum Likelihood Estimation (QMLE). The results suggest that the GARCH-PARK-R model is a good middle ground between …

AutoRegressive Conditional Heteroskedasticity Parkinson Range (GARCH-PARK-R) model, is proposed. The GARCH-PARK-R model, utilizing …-daily data that remain relatively costly and are not readily available. The estimates of the GARCH-PARK-R model are derived using …