Abstract: Moderna, a trailblazer in mRNA-based biotechnology, has experienced substantial stock price volatility, particularly during the COVID-19 pandemic. Accurate prediction of such price movements ...

Abstract: Forecasting stock prices and volatility plays a crucial role in making better investment decisions. Recently, there has been a growing interest in studying ...

Not only is the linear TV business still declining at a steady rate, streaming continues to find a more mature -- and now more competitive -- marketplace. Michael Morris, media analyst of Guggenheim ...

ABSTRACT: The study applies a Kalman filter (KF) to Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models to create a hybrid model, to estimate the parameters of the GARCH model in ...