Nigeria Exchange Rate Volatility: A Comparative Study of Recurrent Neural Network LSTM and Exponential Generalized Autoregressive Conditional Heteroskedasticity Models
Table 1.
Descriptive Statistics for the Variables
|
| |
Euro |
Pounds Sterling |
US Dollar |
|
|
| Mean |
1258.8119 |
1316.8514 |
1218.0724 |
|
| Maximum |
1840.3305 |
1979.3841 |
1770.3800 |
|
| Minimum |
98.12310 |
160.6695 |
112.9500 |
|
| Variance |
15759.31 |
17502.15 |
14311.17 |
|
| Std. Dev. |
125.5361 |
132.2957 |
119.6293 |
|
| Skewness |
1.571082 |
1.912098 |
1.608633 |
|
| Kurtosis |
6.432338 |
8.363764 |
6.293536 |
|
| Observations |
261 |
261 |
261 |
|
|
|
|
