OUALLA, Naima; CHIADMI, Mohammed Salah; LAMRANI ALAOUI, Youssef. Advancing Volatility Forecasting in Financial Indices: Integrating GARCH Models, Multifractal Indicators, and Deep Learning. Statistics, Optimization & Information Computing, [S. l.], v. 15, n. 4, p. 2696–2714, 2026. DOI: 10.19139/soic-2310-5070-3018. Disponível em: https://www.iapress.org/index.php/soic/article/view/3018. Acesso em: 1 may. 2026.