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 …

market was shown to react to news unequally. Volatility spikes sharply when unexpected adverse news reaches the market while …

Risk estimation or volatility estimation at financial markets, particularly stock exchange markets, is complex issue of … great importance to theorists and practitioners. Models used to estimate volatility forecasts are translated into better …

disclosure recommended by King IV and the level of risk governance maturity. This study was motivated by #Feesmustfall … disruptions, which pointed to the lack of effective risk management, preparedness for volatility and increased scrutiny by … stakeholders. A qualitative content analysis using a risk disclosure checklist was conducted on 18 annual reports and analyzed …

financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of …, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail …

One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility … volatility were founded on econometric models. Research on bitcoin volatility forecasting using machine learning algorithms is … bitcoin's return volatility and Value at Risk. The objective of this study is to compare their out-of-sample performance in …