Open access
Aug 2026
A Comparative Study of Stock Return and Volatility Across Major Indian Sectors Using ARIMA and GARCH Model
Forecasting stock returns and analyzing market volatility are important aspects of financial research, as they help investors and financial analysts make informed decisions while managing investment risk. This study examines the return and volatility behaviour of five major sectors of the Indian economy: Banking, FMCG,...
Dr Tanvi Pathak, Dr Anamika Sharma, Dr Devrshi Upadhayay et al.
· Economic Sciences · 0 citations