Tables index

From

On Evaluating the Volatility of Nigerian Gross Domestic Product Using Smooth Transition Autoregressive-GARCH (STAR - GARCH) Models

Akintunde Mutairu Oyewale

American Journal of Applied Mathematics and Statistics. 2021, 9(3), 102-106 doi:10.12691/ajams-9-3-4
  • Table 1. The GARCH model fitted for the series
  • Table 2. Fitted model for STAR-GARCH
  • Table 3. Variances of all models
  • Table 4. Information criteria of all models
  • Table 5. Performance measure indices
  • Table 6. In -samples forecast performance for GARCH
  • Table 7. In -samples forecast performance for ESTAR-GARCH
  • Table 8. In-samples forecast performance for LSTAR-GARCH