Modelling and forecasting of Nigeria stock market volatility by Olufemi Samuel Adegboyo, Kiran Sarwar

“…Among the models tested, GJR-GARCH with the Student’s t-distribution performs best in forecasting volatility, providing superior fit and forecasting accuracy. …”
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Economy or Climate? Impact of Policy Uncertainty on Price Volatility of China’s Carbon Emission Trading Markets by Zhuoer Chen, Xiaohai Gao, Nan Chen, Yihang Zhao, Sen Guo

“…At the same time, the proposed GARCH-MIDAS model effectively solves the inconsistent frequency problem of policy uncertainty and carbon price volatility, providing a new perspective for the study of factors affecting carbon market volatility.…”
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Multi-Sensor Temporal Fusion Transformer for Stock Performance Prediction: An Adaptive Sharpe Ratio Approach by Jingyun Yang, Pan Li, Yiwen Cui, Xu Han, Mengjie Zhou

“…The model’s multi-task learning framework, which simultaneously predicts returns and volatility, provides a more nuanced understanding of risk-adjusted performance. …”
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