evidence of positive risk premium coefficient. Among the alternative GARCH models employed, EGARCH(2,1)-M is the best …In this paper we model the volatility patterns of the BSE Bankex index based on daily data using both symmetric and … asymmetric GARCH models. Our findings reveal asymmetric GARCH models having leverage property uncover uneven market reactions to …

The major purpose of this research exercise is to assess the volatility dynamics of the stock returns of the banks of … India and to determine the factor which influence and explains the stock returns. For this the two important methodologies … are applied, for understanding the sensitivity of stock returns, GARCH (1,1) model is used and for determining the risk …