Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

Authors

  • Aminu Osman

  • Anthony Abaidoo

  • Justina Antwi-Konadue

  • Frances Kwaw Andoh

Keywords:

covid-19, stock exchange, composite index, autoregressive, moving average, ARIMA, GARCH

Abstract

It is obvious that COVID-19 has caused unprecedented global economic crises The study forecast stock amidst the negative shock of COVID-19 and also examine the effect of novel COVID-19 on the stock exchange market by employing ARIMA and EGARCH model using daily data of Ghana Stock Exchange Composite Index from October 2017 to February 2021

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How to Cite

Aminu Osman, Anthony Abaidoo, Justina Antwi-Konadue, & Frances Kwaw Andoh. (2023). Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH. Global Journal of Human-Social Science, 23(E2), 51–65. Retrieved from https://socialscienceresearch.org/index.php/GJHSS/article/view/103731

 
Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH

Published

2023-07-03

Issue

Vol. 23 No. E2 (2023): GJHSS-E Economics: Volume 23 Issue E2

Section

Articles

License

Copyright (c) 2023 Authors and Global Journals Private Limited

Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.