The main purpose of this study is to examine the volatility of the Indian stock markets mainly in BSE several statistical tests have been applied in order to study the Stock Volatility in Top Industries listed in BSE between October 2011 to June 2014. | Modeling the stock volatility of top industrial returns listed in BSE INTERNATIONAL JOURNAL OF MANAGEMENT IJM ISSN 0976-6502 Print ISSN 0976-6510 Online IJM Volume 7 Issue 2 February 2016 pp. 354-367 http ijm IAEME Journal Impact Factor 2016 Calculated by GISI MODELING THE STOCK VOLATILITY OF TOP INDUSTRIAL RETURNS LISTED IN BSE Sam Jayakumar Assistant professor Jamal Institute of Management Jamal Mohammed College Trichy M. Phil Scholar Jamal Institute of Management Jamal Mohammed College Trichy ABSTRACT He modelling of stock market volatility is considered to be important for practitioners and academics in finance due to its use in forecasting aspects of future returns. Volatility as a measure of risk plays an important role in many financial decisions in such a situations. The main purpose of this study is to examine the volatility of the Indian stock markets mainly in BSE several statistical tests have been applied in order to study the Stock Volatility in Top Industries listed in BSE between October 2011 to June 2014. Key words Stock Market Volatility BSE Returns. Cite this Article Sam Jayakumar and . Modeling the Stock Volatility of top Industrial Returns Listed in BSE. International Journal of Management 7 2 2016 pp. 354-367. http ijm INTRODUCTION The word volatility means fluctuation. When the stock market goes up one day and then goes down for the next five then up again and then down again that s what we call stock market volatility. In layman s terms volatility is like car insurance premiums that go up along with the likelihood of risky situation such so if you have a poor driving record or if you keep the car in a high theft area. Stock market fluctuation are when a company s stock price changes in the market on one hand company s stock price has no direct effect on a company unless the company wants to raise more money by .
