Mahajan, Vanshu; Thakan, Sunil; Malik, Aashish - In: Economies : open access journal 10 (2022) 5, pp. 1-20
, several scholars have lately been interested in forecasting stock market volatility. This study analyzed India VIX (NIFTY 50 … ability of GARCH- and RNN-based LSTM models using India VIX out of sample data. The results indicated that the NIFTY 50 index … the volatility of the NIFTY 50 index. Both types of models (GARCH models and RNN based LSTM models) fared equally well in …