Stock Market Volatility Forecasting Models: A Comparative Study
The paper finds the simple regression model as the most accurate in predicting daily volatility of the NIFTY 50 index among eight forecasting models.
Featured in No. 50 on 22 May 2024 · 5 days after release · 0 citations today
- Released
- 17 May 2024
- First featured
- No. 50 · 22 May 2024
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- Identifier
- SSRN 4832110
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