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Sector wise stock market volatility estimation

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High liquidity contributes to increased stock market volatility, affecting prices and investor perceptions.
GARCH models effectively handle volatility clustering and describe the leverage effect in stock markets.
The IT sector exhibits greater volatility compared to other sectors, affecting investment decisions significantly.
Strong correlations between estimated and actual volatility demonstrate the efficacy of developed volatility models.

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Sector-wise analysis measures stock market volatility and investment risk, highlighting GARCH models' effectiveness.

Subhasis Ghosh (2025) studied this question.

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