Modeling crude oil price volatility in Nigeria: using GARCH (1,1), EGARCH (1,1), and GJR-GARCH (1,1) models

This study investigates the performance of various GARCH models for volatility forecasting, focusing on the GARCH (1,1), EGARCH (1,1), and GJR-GARCH (1,1) frameworks, each tested with normal and Student’s t-distributions. The models are evaluated using four information criteria: Akaike Information C...

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Prif Awduron:	Frederick A. Omoruyi, Gideon Udenna, Chukwuenyem E. Onyenekwe
Fformat:	Artigo
Iaith:	Árabe
Cyhoeddwyd:	Scientific Association for Applied Research and Studies 2026-01-01
Cyfres:	مجلة العلوم التجارية والبيئية
Pynciau:	Keywords: Akaike Information Criterion Bayesian Information Criterion Shibata Criterion Hannan Quinn Criterion GARCH EGARCH GJR-GARCH Akaike Information Criterion
Mynediad Ar-lein:	https://jcese.journals.ekb.eg/article_479510_5ce093507b757f54cc5fdfbc94993cac.pdf
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!