Volatility Modelling of the BSE SENSEX Using the ARCH Model: An Empirical Study of Select Large-Cap Constituent Stocks (2021–2026)
Stock market volatility is of continuing interest to investors, portfolio managers, corporates and policymakers because it directly influences risk assessment, asset pricing and capital allocation decisions. This paper examines the return-generating and volatility process of the Bombay Stock Exchange Sensitive Index (B...