This study, using end of the month stock market index investigated the efficiency of the Nigerian stock market employing unit root test, and standard GARCH (1,1) model as major alternate form methods. The simple descriptive statistics was necessarily used for snapshot decisions.The unit root test and the GARCH model proved that the Nigerian stock market follows a random walk process while a wider informational determining test-the Granger causality showed that the market as far as information is concerned is not semi-strong efficient. The descriptive statistics and the GARCH model showed that...