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  Journal Paper


Paper Title :
Garch Model For Volatility Of Stocks: A Case Study Of Stock Price In Telecommunications Group Thailand

Author :Nathanon Sribua-Iam, Chunchom Pongchavalit, Adisak Pongpullponsak

Article Citation :Nathanon Sribua-Iam ,Chunchom Pongchavalit ,Adisak Pongpullponsak , (2016 ) " Garch Model For Volatility Of Stocks: A Case Study Of Stock Price In Telecommunications Group Thailand " , International Journal of Management and Applied Science (IJMAS) , pp. 111-114, Volume-2,Issue-5

Abstract : The aim of this research is to estimate stock volatility in stock of telecommunications. This study is based on GARCH processes. The performance will be measured based on Mean Squared Error (MSE) and Mean Absolute Percentage Error (MAPE). The implied volatility from the model can be used to project future changes in stock price. Index Terms— GARCH Model, MSE, MAPE.

Type : Research paper

Published : Volume-2,Issue-5


DOIONLINE NO - IJMAS-IRAJ-DOIONLNE-4573   View Here

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