Modelling and Estimation of Volatility Using ARCH Models in India’s Stock Market of Amazon

Authors- Archana Yadav

Abstract-This study investigates the volatility of Amazon`s inventory charge withinside the Indian market. It unearths that volatility isn’t random, however as an alternative cluster together, with durations of excessive volatility accompanied with the aid of using excessive volatility and vice versa. This is a not unusual place sample in monetary markets and is captured with the aid of using ARCH (Autoregressive Conditional Heteroskedasticity) models. The take a look at unearths that the GARCH(1,1) version is only at shooting Amazon’s inventory charge volatility. This manner that beyond volatility and beyond shocks each drastically have an effect on how risky the inventory might be withinside the destiny. The studies concludes that expertise those volatility dynamics can assist traders and investors make knowledgeable decisions. Investors can use this records to control threat and expand buying and selling strategies. The take a look at additionally shows that destiny studies ought to discover how different factors, inclusive of geopolitical occasions and technological advancements, can have an effect on Amazon’s inventory charge volatility.

DOI: /10.61463/ijset.vol.12.issue5.261