Modelling Volatility Dynamics of Monthly Changes in Nigeria’s Savings Deposit Rate: A GARCH Approach
This study modelled the volatility dynamics of monthly changes in Nigeria's Savings Deposit Rate using the Generalized Autoregressive Conditional Heteroskedasticity (GARCH) framework. Monthly Savings Deposit Rate data covering January 2013 to April 2026 were obtained from the Central Bank of Nigeria Statistical Bulleti...