Master's Thesis Discussion – College of Computer Science and Mathematics, Department of Statistics and Informatics – Student: Waseem Ahmed Mahmood Mustafa Discussion of the Master's Thesis in the College of Computer Science and Mathematics – Department of Statistics and Informatics, entitled: "Application of the Fractionally Integrated GARCH Model" Supervised by: Asst. Prof. Dr. Heyam Abd Al-Majeed Hayawi The thesis addressed Modeling long-memory volatility in Brent crude oil prices using a hybrid MODWT-FIGARCH framework to test the Fractal Market Hypothesis. The study addressed Analyzing Brent crude oil price series (2021–2025) across wavelet levels D1–D6 and detecting structural breaks. The study aims to [Read More]