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: 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 ...