Modeling the Symmetric and Asymmetric Volatility for Select Stock Futures in India: Evidence from GARCH Family Models

Abstract

This paper examine the modeling and forecasting volatility of stock futures market in India over the period beginning from 1^st April 2003 and ending 31^st December 2008, for a total of 1440 observations by using Symmetric GARCH and Asymmetric TGARCH, EGARCH and IGARCH model to draw valid conclusion.