Volatility Modeling in Financial Time Series A Systematic Review with Empirical Evidence

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Key Points

This review aims to consolidate findings on volatility modeling techniques used in financial time series analysis.
Conducted a systematic review of literature focusing on volatility modeling in financial time series.
Evaluated journals listed on the UGC CARE reference list for relevance and quality.
Analyzed empirical evidence from various studies to assess the effectiveness of different modeling approaches.
Identified key methodologies for volatility modeling in financial time series.
Highlighted significant findings from empirical studies related to volatility patterns and their implications.
Documented the impact factors and credibility of publications in the UGC approved journal list.

Systematic review assesses volatility modeling in financial time series, highlighting its significance in analysis.

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Dhawani Nilesh Shah (2026) studied this question.

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