Year: 2024
Type: article
Abstract: This paper investigates the volatility of the Indian stock market, particularly focusing on the National Stock Exchange (NSE) and Bombay Stock Exchange (BSE). Using daily closing prices from January 2010 to December 2020, we employ various statistical methods, including GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models, to analyze volatility patterns. Our findings reveal significant fluctuations influenced by both domestic and global economic factors. The results indicate that the Indian stock market is subject to high volatility, particularly during periods of economic uncertainty. Understanding these volatility patterns can aid investors and policymakers in making informed decisions.
Authors: Muktak Vyas, Monika Khatri, Krishna Bagari
Institution: Poornima University
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: diamond
OpenAlex ID: W4404541055