A new hybrid model called GM(1,1)-GARCH was created to improve predicting stock market volatility. By combining two existing models, researchers found that the new model outperformed the traditional GARCH model in forecasting future stock market volatility. The results showed that the GM(1,1)-GARCH model had higher accuracy and lower errors in predicting volatility for international stock indices. This suggests that the hybrid model could be a better tool for forecasting stock market trends.