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ANALYSIS OF STOCK MARKET VOLATILITY IN INDIAUSING GARCH MODELS

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Figure

Figure 1: Line Graph of Daily Closing Prices of BSE Sensex (02-01-2015 to 14-02-2018)
Figure 2: Graph of Daily Returns of BSE Sensex – Volatility Clustering
Figure 3 that the return series under consideration are not normally distributed as the plot
Table 2: Stationarity Test Results for Daily Returns
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