crossrefJournal of Risk and Financial Management2026-06-19
Predicting Stock Volatility Using Multidimensional Financial Risk: Evidence from Machine Learning and Hybrid GARCH–Deep Learning Models
Yara Ibrahim, Khaled Hussainey, Taghred Mokhtar Sayed Moawad
This study investigates the determinants and predictability of stock return volatility by integrating firm-specific financial characteristics with advanced econometric and volatility modeling techniques. Using an unbalanced panel dataset comprising 1596 firms and 19,752 firm-year…