A COMPARATIVE ECONOMETRIC STUDY OF ARIMA-GARCH MODELS IN MODELING SAUDI ARAMCO STOCK VOLATILITY
This article examines the volatility dynamics of the daily adjusted closing prices of Saudi Aramco (SAOC) shares using a hybrid econometric framework that combines ARIMA and CS-GARCH models. Financial time series are typically characterized by volatility clustering, conditional heteroskedasticity, and asymmetric respon...