---
title: Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework
url: https://www.ml-quant.com/papers/repec/pre-wpaper-202620/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-02
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:pre:wpaper:202620
source_url: https://econpapers.repec.org/RePEc:pre:wpaper:202620
featured: 2026-10-02
citations: unknown
topic: Econometrics & Forecasting
---


# Price Conflict and US Stock Return Volatility Forecasting: Insights from over 150 Years with a Mixed-Frequency Framework

The GARCH-MIDAS model incorporating a quarterly news-based Price Conflict Index outperforms benchmarks for forecasting US stock volatility over 150 years of monthly and daily data.

- Source: https://econpapers.repec.org/RePEc:pre:wpaper:202620
- Identifier: RePEc:pre:wpaper:202620
- Released: 2026-09-23
- First featured: Quant Letter No. 133 (2026-10-02): https://www.ml-quant.com/issues/2026-10-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting
- Authors: Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Elie Bouri

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