Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … assignment of diversifying assets in order to form efficient portfolios with a higher risk to reward ratio. The objective of this … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 …

, it is important to model and quantify it. The conditional volatility models from the GARCH family and tail … financial investments has been debated in the literature. In this study, we compare the volatility of rates of return of … optimal portfolios. It allows investors to diversify the risk of the portfolio and positively impact the environment by …