Financial Risk Modeling and Volatility Forecasting Using GARCH-Based Econometric Techniques. Annual Methodological Archive Research Review, [S. l.], v. 4, n. 6, p. 16–31, 2026. DOI: 10.5281/zenodo.21208086. Disponível em: https://www.amresearchjournal.com/index.php/Journal/article/view/2281. Acesso em: 16 oct. 2026.