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

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.