Open Access

ARTICLE

Forecasting Stock Volatility Using Wavelet-based Exponential Generalized Autoregressive Conditional Heteroscedasticity Methods

Tariq T. Alshammari¹, Mohd Tahir Ismail¹, Nawaf N. Hamadneh^3,*, S. Al Wadi², Jamil J. Jaber², Nawa Alshammari³, Mohammad H. Saleh²

1 School of Mathematical Science, Universiti Sains Malaysia, Penang, Malaysia
2 Department of Risk Management and Insurance, Faculty of Business, The University of Jordan, Jordan
3 Department of Basic Sciences, College of Science and Theoretical Studies, Saudi Electronic University, Riyadh, Saudi Arabia

* Corresponding Author: Nawaf N. Hamadneh. Email: