Santosh, Kumar; Meher, Bharat Kumar; Birau, Ramona; … - 2023
High frequency data is a recent entrant to the world of statistics as they relate to the markets. This study measures the volatility of S& P / Toronto index by utilizing the GARCH family models (EGARCH, TGARCH, MGARCH and PGARCH models) using a daily database counted 7636 observations. The...