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  Published Paper Details:

  Paper Title

SENSEX- A GARCH VOLATILITY ANALYSIS

  Authors

  Dr Sonal Sharma

  Keywords

Stock market, Volatility, GARCH, Model Estimation

  Abstract


Investors need volatility estimation for almost every kind of investment in order to maximize their returns. GARCH family models have been a major helper for the investor in this area. Present study investigates the capabilities of GARCH (1,1), under various error distributions, in effectively modelling volatility in the Indian market index Sensex.

  IJCRT's Publication Details

  Unique Identification Number - IJCRT2302388

  Paper ID - 231345

  Page Number(s) - d203-d208

  Pubished in - Volume 11 | Issue 2 | February 2023

  DOI (Digital Object Identifier) -    http://doi.one/10.1729/Journal.33101

  Publisher Name - IJCRT | www.ijcrt.org | ISSN : 2320-2882

  E-ISSN Number - 2320-2882

  Cite this article

  Dr Sonal Sharma,   "SENSEX- A GARCH VOLATILITY ANALYSIS", International Journal of Creative Research Thoughts (IJCRT), ISSN:2320-2882, Volume.11, Issue 2, pp.d203-d208, February 2023, Available at :http://www.ijcrt.org/papers/IJCRT2302388.pdf

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ISSN: 2320-2882
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Journal Starting Year (ESTD) : 2013
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ISSN and 7.97 Impact Factor Details


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ISSN: 2320-2882
Impact Factor: 7.97 and ISSN APPROVED
Journal Starting Year (ESTD) : 2013
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