and volatility in a Kenya's fledgling equity market – the Nairobi Securities Exchange. Both the GARCH-in-mean and E … conditional volatility are highly persistent. Our results also indicate that conditional variance is driven more by the past … conditional variance than it is driven by new disturbances. Finally, we find evidence of volatility clustering in the stock …

growing importance of emerging markets, the literature on the nature of volatility in global markets is typified by … volatility in developed G7 and emerging BRICS markets. Broad market index data and GARCH models over the period 2003 …:01–2020:08 were employed. The study found evidence of volatility persistence, asymmetry, mean reversion and weak evidence of a risk …

Previous research indicates that performance and volatility of small and regional stock markets can be influenced by … bubble, and a great recession which followed after. Significant volatility of SASE was noted in 2007 while later periods … suggest lesser volatility after a significant drop in index value in mid 2007. The data was analyzed in a side by side …