Mahajan, Vanshu; Thakan, Sunil; Malik, Aashish - In: Economies : open access journal 10 (2022) 5, pp. 1-20
The stock market is constantly shifting and full of unknowns. In India in 2000, technological advancements led to …, 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 …