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What is GARCH Model Analysis of Stock Markets about?

This document analyzes stock market returns using GARCH models. It examines daily closing prices for NASDAQ and S&P 500 indexes from 2007 to 2011. GARCH(1,1), EGARCH(1,1), and GJR-GARCH(1,1) models are used to estimate volatility and compare results under normal and student

Author

chawlavishnu

Language

EN