Predictive modeling of return volatility in sustainable investments: An in-depth analysis of ARIMA, GARCH, and ARCH techniques

Predictive modeling of return volatility in sustainable investments: An in-depth analysis of ARIMA, GARCH, and ARCH techniques

This paper aims to forecast the stock price and analyze the return volatility of India’s top three socially responsible companies. This study used ARIMA and GARCH models to forecast the stock price and analyze return volatility. For the analysis, the required time series data are collected from Yaho...

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Bibliographic Details
Main Authors: Srihari G., Kusuma T., Chetanraj D. B., Senthil Kumar J. P., Ravi Aluvala
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2024-02-01
Series:Investment Management & Financial Innovations
Subjects:
forecasting
socially responsible companies
stock price
sustainability indices
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/19644/IMFI_2024_01_Srihari.pdf

Internet

https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/19644/IMFI_2024_01_Srihari.pdf

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