Analysing the volatility of nse indices – emprical study | Zendy

V. Prabakaran | Zendy; Lakshmi Prabha D | Zendy

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Analysing the volatility of nse indices – emprical study

Author(s) -

V. Prabakaran,

Lakshmi Prabha D

Publication year - 2012

Publication title -

journal of management and science

Language(s) - English

Resource type - Journals

eISSN - 2250-1819

pISSN - 2249-1260

DOI - 10.26524/jms.2012.12

Subject(s) - volatility (finance) , econometrics , index (typography) , economics , stock market index , forward volatility , stock market , financial economics , implied volatility , statistics , mathematics , geography , computer science , context (archaeology) , archaeology , world wide web

Stock market volatility forecasting is an emerging trends financial market, since better forecasting influence the FII inflows which intern give impact to Indian economy. In this direction, this paper attempts to analyze the volatility of NSE indices, forecast the index value for the next year and to suggest the strategies for trading. Statistical tools like correlation test, volatility test and method of least squares are used to analyze the data, to study the trends in Index flow. The study forecast the Index value for the next year and found the consistent index among the selected indices.

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