Volatility estimate of Telkom shares under GARCH models
Researcher: Wandile Nhlapho, University of VendaSupervisor: Dr Jean-Claude Ndogmo, University of Venda The study compares the performance of the ARCH (1) and GARCH (1,1) models in estimating and forecasting the volatility of Telkom share prices. The Telkom shares are estimated using daily data and the above-mentioned volatility models. We
