International Journal of Science and Research (IJSR)

International Journal of Science and Research (IJSR)
Call for Papers | Fully Refereed | Open Access | Double Blind Peer Reviewed

ISSN: 2319-7064


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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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Dr. Muktak Vyas, Dr. Monika Khatri, Krishna Bagari, "Volatility in the Indian Stock Market: An Empirical Analysis", International Journal of Science and Research (IJSR), Volume 13 Issue 11, November 2024, pp. 965-966, https://www.ijsr.net/getabstract.php?paperid=SR241114093843, DOI: https://www.doi.org/10.21275/SR241114093843



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