The broad objective of the study is to ascertain if accounting information contributes to stock volatility in the Nigerian Capital Market. Specifically, the study examines if Book value per share, Dividend per share and Earnings per share have a sign effect on stock volatility in Nigeria. To capture stock returns volatility clustering, leptokurtosis and leverage effects on the share price series, the GARCH models were used. Specifically, the GARCK (1, 1), TGARCH (1, 1) and EGARCH (1, 1) were utilized. Using the simple random sampling technique, a sample size of 10 quoted companies was selected using the simple random sampling technique for the period 2000-2010 and this gives a total of 100 company years/data points. Secondary data retrieved from the financial statements of the sampled companies were employed for the study. E-views 7.0 was utilized for data estimation. Findings reveal that there are enough evidences to reject the assumptions of conditional normality in stock prices data series and accept the existence of stock volatility in Nigerian stock market. In addition, an evaluation of the three models shows that BVS as a determinant of stock volatility appeared to be significant in the TGARCH (1,1) and EGARCH (1,1). Also EPS appeared to be significant in the TGARCH (1,1) and EGARCH-1( 1,1) while DPS as a determinant of stock volatility appeared to be significant in GARCH (1,1). TGARCH (1,1) and EGARCH (1,1) respectively. The study concludes that accounting information influences stock volatility and as such the regulation of disclosures may be an area for consideration by the relevant agencies alongside the need to address volatility issues in the Nigerian capital market. Key words: Garch, Tgarch, Egarch and accounting information.