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 … volatility index) to identify the behavior of the Indian stock market in terms of volatility and then evaluated the forecasting … such as EGARCH (1, 1) and TARCH (1, 1) showed slightly better forecasting accuracy than symmetric GARCH models like GARCH …