Open Access
Research Article·pp. 1133–1149·Vol. 28, Issue 6Sep 2025
Analyzing market risk forecasting of asymmetric GARCH model for stock volatility during the Malaysian general election period
Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew, Lim Min
Published Online: 26 Aug 2025DOI: 10.47974/JSMS-1456
In this paper: This study applies the ARMA-GARCH model to analyze the return and volatility of FTSE Bursa Malaysia KLCI, before and after the 14th General Election Malaysia (GE14). On May 9, 2018, this election was...
