AYOADE I., A. . On the Hybrid of Arima and Garch Model in Modelling Volatilities in Nigeria Stock Exchange. BIMA JOURNAL OF SCIENCE AND TECHNOLOGY GOMBE, [S. l.], v. 8, n. 1A, p. 169-180, 2024. DOI: 10.56892/bima.v8i1.601. Disponível em: https://journal-academia.com/Ojs/index.php/bimajst/article/view/601. Acesso em: 3 oct. 2025.