Post-COVID Volatility Modelling and Forecasting of Global Stock Market Indices Using GARCH and Machine Learning

Bhabani Shankar Mohanty, Zakir Hossen Shaikh, Yamini V, Moirangthem Momocha Singh, Sthitipragyan Biswal, Jnana Ranjan Mohanty

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DOI: 10.20944/preprints202610.2754.v1
Published: 2026-10-28
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Publisher: MDPI AG
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BibTeX

@article{allodium:10.20944/preprints202610.2754.v1,
  title = {Post-COVID Volatility Modelling and Forecasting of Global Stock Market Indices Using GARCH and Machine Learning},
  author = {Bhabani Shankar Mohanty and Zakir Hossen Shaikh and Yamini V and Moirangthem Momocha Singh and Sthitipragyan Biswal and Jnana Ranjan Mohanty},
  year = {2026},
  doi = {10.20944/preprints202610.2754.v1},
  url = {https://doi.org/10.20944/preprints202610.2754.v1}
}

RIS

TY  - JOUR
TI  - Post-COVID Volatility Modelling and Forecasting of Global Stock Market Indices Using GARCH and Machine Learning
AU  - Bhabani Shankar Mohanty
AU  - Zakir Hossen Shaikh
AU  - Yamini V
AU  - Moirangthem Momocha Singh
AU  - Sthitipragyan Biswal
AU  - Jnana Ranjan Mohanty
PY  - 2026
DO  - 10.20944/preprints202610.2754.v1
UR  - https://doi.org/10.20944/preprints202610.2754.v1
ER  -

APA

Mohanty, B. S., Shaikh, Z. H., V, Y., Singh, M. M., Biswal, S., & Mohanty, J. R. (2026). Post-COVID Volatility Modelling and Forecasting of Global Stock Market Indices Using GARCH and Machine Learning. https://doi.org/10.20944/preprints202610.2754.v1

Source records

crossref · retrieved 2026-11-04T23:36:21.093Z