Enhancing stock volatility prediction with the AO-GARCH-MIDAS model

• Ting Liu,

  Roles Conceptualization, Methodology, Software

  Affiliation School of Business and Economics, Universiti Putra Malaysia, Seri Kembangan, Malaysia

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• Weichong Choo ,

  Roles Formal analysis, Methodology

  * E-mail: gs62568@student.upm.edu.my

  Affiliation School of Business and Economics, Universiti Putra Malaysia, Seri Kembangan, Malaysia

  https://orcid.org/0009-0002-1106-5718

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• Matemilola Bolaji Tunde,

  Roles Data curation

  Affiliation School of Business and Economics, Universiti Putra Malaysia, Seri Kembangan, Malaysia

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• Cheongkin Wan,

  Roles Writing – original draft

  Affiliation Faculty of Accountancy, Department of Economics and Corporate Administration, Finance and Business, Setapak, Malaysia

  https://orcid.org/0000-0003-4271-9884

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• Yifan Liang

  Roles Writing – review & editing

  Affiliation School of Business and Economics, Universiti Putra Malaysia, Seri Kembangan, Malaysia

  https://orcid.org/0000-0001-8123-1043

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