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Research Paper | Management | India | Volume 13 Issue 11, November 2024 | Popularity: 5.4 / 10
Volatility in the Indian Stock Market: An Empirical Analysis
Dr. Muktak Vyas, Dr. Monika Khatri, Krishna Bagari
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.
Keywords: Indian stock market, volatility, GARCH model, NSE, BSE, economic factors
Edition: Volume 13 Issue 11, November 2024
Pages: 965 - 966
DOI: https://www.doi.org/10.21275/SR241114093843
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