Volatility Patterns of Islamic Equity Funds: Using Hybrid Machine Learning and GARCH Models
Nabi, Ghulam, Ramiz ur Rehman, Ali, Rizwan
Journal
- ISSN / E-ISSN
- 1684-8403 / 2957-8981
- DOI
- 10.65463/jstat.2025.243 ↗
- Volume · Issue · Pages
- 29 · — · —
- Publisher
- Department of Statistics, GCU Lahore
- Article URL
- https://jstat.gcu.edu.pk/index.php/jstat/article/view/243 ↗
- Article details
- Unverified
Publication date (each date has its type and source)
16 Jun 2025
Publisher publication date · source: Journal websites (OAI-PMH feeds of Open Journal Systems)
| Type | Date | Source |
|---|---|---|
| Publisher publication date | 16 Jun 2025 | Journal websites (OAI-PMH feeds of Open Journal Systems) |
Keywords (as given): Islamic funds; Volatility prediction; GARCH models; SVM–GARCH models; Neural networks
HEC Status at Publication Not the journal's current status
HEC Status at PublicationConclusive
HEC status at publication
Recognized
Y
Based on the recorded HEC dataset applicable to the article's publication date. Listed as Y in the HEC list for 2024–25.
- Journal
- Journal of statistics (Online)
- Publication date used
- 16 Jun 2025 (Publisher publication date)
- Applicable HEC period
- 2024–25 (version 1) · 01 Oct 2024 – 31 Mar 2026
- Category
- Y
- Recognition status
- Recognized (OK_RECORD_FOUND)
- Source
- List of national journals 2024-25 page 10, row 87
- Verification status
- Verified against source · last verified 23 Sep 2026
Informational only. HJRS.com.pk is independent and is not an official HEC website: confirm with the source document.