Binti Abdullah, N.S., Mohd Roslen, S.N., Binti Bahrudin, N.Z., Mary, P. and Binti Mohd Roslen, S.N.N. 2025. Market Sentiment and Stock Return Volatility in Malaysia: Evidence using the GARCH-X Model. Information Management and Business Review. 17, 3(I) (Sep. 2025), 394-402. DOI:https://doi.org/10.22610/imbr.v17i3(I).4667.