COVID-19 Pandemic and Indices Volatility: Evidence from GARCH Models

Keyphrases

• Volatility 100%
• COVID-19 Pandemic 100%
• Generalized Autoregressive Conditional Heteroskedasticity Model 100%
• COVID-19 40%
• Generalized Autoregressive Conditional Heteroscedasticity (GARCH) 40%
• Volatility Forecasting 40%
• National Stock Exchange 40%
• Stock Exchange Index 40%
• Information Technology 20%
• Forecasting Model 20%
• Forecasting Techniques 20%
• Return Volatility 20%
• Index Returns 20%
• Futures Volatility 20%
• Post-COVID-19 Era 20%
• Metal Technology 20%
• Investor Risk 20%
• Dynamic Index 20%
• Volatility Estimates 20%
• Bank Technology 20%

Medicine and Dentistry

• COVID-19 100%