Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency … research is to analyze the influence of COVID-19 on the return and volatility of the stock market indices of the top 10 … volatility remains higher than in normal periods, signaling a bearish tendency in the market. The COVID variable, as an exogenous …

world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed …The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore … 2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the …

COVID-19 pandemic. The empirical findings provide compelling evidence of cross-market shock and volatility transmission … influence the volatility of stock returns, and the relationship also holds in reverse. All diagonal element estimations are … statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …