Stock Market Volatility in India

Please use this identifier to cite or link to this item: http://hdl.handle.net/123456789/2593

Full metadata record

DC Field	Value	Language
dc.contributor.author	Modi, Satyam	-
dc.date.accessioned	2026-02-10T07:56:12Z	-
dc.date.available	2026-02-10T07:56:12Z	-
dc.date.issued	2024-04-01	-
dc.identifier.uri	http://hdl.handle.net/123456789/2593	-
dc.description.abstract	The objective of this research was to study the volatility of stock market in India. Re-turns and volatility of the stock market has been studied using the NIFTY 50, which is an index measuring the cumulative performance of top 50 companies. Eight years of data starting from 2016 to 2024 was used for the study. For forecasting volatility, GARCH(1,1) model was used and its performance was compared against implied volatility, assuming historical volatility (calculated using 30 market days returns) as the volatility of the index. The model was found to show strong correlation with the historical volatility.	en_US
dc.language.iso	en	en_US
dc.publisher	IISER- Mohali	en_US
dc.subject	Mathematics	en_US
dc.subject	Theoretical and Applied Probability	en_US
dc.title	Stock Market Volatility in India	en_US
dc.type	Thesis	en_US
dc.guide	Dr. Neeraja Sahasrabudhe and Dr Byomakesh Debata	en_US
Appears in Collections:	MS-19

Files in This Item:

File	Description	Size	Format
Need To Add…Full Text_PDF (1) (3).pdf		19.04 kB	Adobe PDF	View/Open

DSpace JSPUI