Modelling time-varying volatility using GARCH models: evidence from the Indian stock market [version 2; peer review: 2 approved]
Background: In this study, we examined the volatility of the Indian stock market from 2008 to 2021. Owing to the financial crisis, volatility forecasting of the Indian stock market has become crucial for economic and financial analysts. An empirical study of the returns of the NSE indices revealed a...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
F1000 Research Ltd
2022-12-01
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| Series: | F1000Research |
| Subjects: | |
| Online Access: | https://f1000research.com/articles/11-1098/v2 |