{"id":"W4316037782","doi":"10.3390/jrfm16010050","title":"COVID-19 Pandemic &amp; Financial Market Volatility; Evidence from GARCH Models","year":2023,"lang":"en","type":"article","venue":"Journal of risk and financial management","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":58,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Volatility (finance); Financial market; Autoregressive conditional heteroskedasticity; Economics; Index (typography); Pandemic; Financial economics; Coronavirus disease 2019 (COVID-19); Monetary economics; Econometrics; Finance; Internal medicine","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":true,"about_ca":false,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.004052134,0.0002266451,0.0006226584,0.0005109334,0.0002539915,0.0001016637,0.0003933768,0.0001546882,0.0004050564],"category_scores_gemma":[0.00221852,0.0002351903,0.0002322967,0.0005627243,0.00009042543,0.0004172304,0.0002724244,0.0004282036,0.0000308512],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0002211606,"about_ca_system_score_gemma":0.0001110913,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0007656025,"about_ca_topic_score_gemma":0.0005180045,"domain_scores_codex":[0.9977444,0.0000891724,0.001164313,0.0004587645,0.0001589586,0.0003844216],"domain_scores_gemma":[0.9979503,0.0004497826,0.0008103516,0.0003842917,0.00007009039,0.0003351844],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0006311954,0.00009291348,0.9257839,0.0001788805,0.00005313838,0.0000660999,0.001213684,0.0004088555,0.000001496737,0.01129661,0.01568806,0.04458513],"study_design_scores_gemma":[0.0007648251,0.00006537939,0.4360613,0.00006675335,0.0000351004,0.000005066889,0.00004171719,0.04919625,1.188333e-7,0.355964,0.1575673,0.0002321166],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.7744172,0.003756051,0.2176608,0.0003503739,0.0008520146,0.0002988678,0.0004431252,0.00004179258,0.002179816],"genre_scores_gemma":[0.972647,0.02318982,0.002414094,0.0003273721,0.0003109062,0.00001275226,0.00001187417,0.00002014377,0.001066036],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.4897226,"threshold_uncertainty_score":0.959078,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.07031953026801635,"score_gpt":0.2757049571724456,"score_spread":0.2053854269044293,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}