This paper examines the volatility of banks equity weekly returns for six banks (coded B1 to B6) using GARCH models … in Student’s t-distribution are adjudged the best volatility models for B2 and B3 respectively. The study recommends that … in modelling stock market volatility, variants of GARCH models and alternative error distribution should be considered …

This article investigates the effects of interest rates volatility on stock market returns and volatility using weekly … returns on the 15 selected public sector Banks namely Allahabad Bank, Andhra Bank, Bank of Baroda, Bank of India, Canara Bank …, Corporation Bank, Dena Bank, Indian Overseas Bank, Oriental Bank of Commerce, Punjab National Bank, State Bank of India, Syndicate …

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …

returns and the equity variance premium. We evaluate a plethora of state-of-the-art volatility forecasting models to produce …