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ANALYSING THE VOLATILITY OF NSE INDICES – EMPRICAL STUDY

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Author(s): V.Prabakaran and D.Lakshmi Prabha

Journal: Journal of Management and Science
ISSN 2249-1260

Volume: 2;
Issue: 2;
Start page: 33;
Date: 2012;
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Keywords: Volatility | NSE Indices | Stock Market Volatility | Forecasting

ABSTRACT
Stock market volatility forecasting is an emerging trends financial market, since betterforecasting influence the FII inflows which intern give impact to Indian economy. In this direction, thispaper attempts to analyze the volatility of NSE indices, forecast the index value for the next year and tosuggest the strategies for trading. Statistical tools like correlation test, volatility test and method of leastsquares are used to analyze the data, to study the trends in Index flow. The study forecast the Index valuefor the next year and found the consistent index among the selected indices.
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