Purpose: This study focuses on forecasting the price of the most important export crops of vegetables and fruits in … heteroskedasticity (GARCH) model and autoregressive integrated moving average (ARIMA) model. Findings: The results show that ARIMA (1 …,1,1), ARIMA (2.1,2), ARIMA (1,1,0), ARIMA (1,1,2), ARIMA (0,1,0) and ARIMA (1,1,1) are the most appropriate fitted models to …

years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four … family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on … the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the …

years. The forecasting performance shows the volatility in the Nigeria stock market to be on the increase for the next four … family (ARCH, GARCH, TGARCH, EGARCH and PGARCH) and ARIMA models are used to assess and forecast volatilities in prices on … the Nigeria stock market. The EGARCH model is found to be the most efficient for forecasting volatilities and has the …