STATISTICAL PROPERTIES AND FORECASTING PERFORMANCE OF MARKOV-SWITCHING GARCH MODELS:A COMPARISON OF SINGLE-STAGE AND TWO-STAGE ESTIMATION APPROACHES. The Transactions of the Nigerian Association of Mathematical Physics, [S. l.], v. 25, p. 89–104, 2026. DOI: 10.60787/tnamp.v25.721. Disponível em: https://nampjournals.org.ng/index.php/tnamp/article/view/721.. Acesso em: 11 oct. 2026.