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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
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Table 2. Fitted model for STAR-GARCH
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Table 3. Variances of all models
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Table 4. Information criteria of all models
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Table 5. Performance measure indices
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Table 6. In -samples forecast performance for GARCH
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Table 7. In -samples forecast performance for ESTAR-GARCH
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Table 8. In-samples forecast performance for LSTAR-GARCH
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