American Journal of Business and Operations Research AJBOR 2692-2967 2770-0216 10.54216/AJBOR https://www.americaspg.com/journals/show/4128 2018 2018 Department of Economics, College of Administration and Economics, University of Anbar, Iraq Ahmad Ahmad Department of Economics, College of Administration and Economics, University of Anbar, Iraq Abdulrazaq Shabeeb Department of Finance and Banking Sciences, College of Financial and Administrative Sciences, University of Al Maarif, Iraq Bha Aldan Abdulsattar Faraj Department of Economics, College of Administration and Economics, University of Anbar, Iraq Wisam Al Al-Anezi Department of Finance and Banking, Al-Idrisi University College, Iraq Faisal Ghazi Faisal The research aimed to predict the fluctuations in closing Stock Price of four agricultural companies listed on the Iraq Stock Exchange using daily closing Stock Price data from 1132015 to 1532025. The symmetric and asymmetric ARCH model was applied to the research data. The results of the GARCH models showed that the closing price behavior of the companies (Al-Ahliyah for Agricultural Production, Middle East for Fish, Iraqi for Meat Production and Marketing) achieved a GARCH (1,1) rank, indicating that the effect of past error variance (ARCH) was of rank 1, in addition to the conditional variance element GARCH also being of rank 1. Meanwhile, the results showed that the closing prices for the Iraqi Seed Production Company were of rank GARCH (1,2). The results indicated that the first-order variance parameter was greater than one for all agricultural companies, suggesting that the fluctuations in stock closing prices exhibit a slight upward trend, which aligns with the logic of financial behavior in financial markets. 2025 2025 65 75 10.54216/AJBOR.130104 https://www.americaspg.com/articleinfo/1/show/4128