Abraham Kisembe Wawire

A Hybrid FIGARCH–LSTM Early Warning System for Volatility Regime Transitions in a Frontier Market: Evidence from Kenya

Frontier financial markets face a diagnostic gap in forecasting volatility: linear and single-regime GARCH fails to capture breaks, spillovers, and regime transitions. Despite the importance of these markets, there is a gap in the literature: lack of a Kenya-specific, regime-sensitive Early Warning System (EWS) that ca...