A Comprehensive Study of Stock Market Volatility: Types, Determinants, and Measurement Methods

Author(s)	Anshu Gupta, Radhika Mishra
Country	India
Abstract	The Volatility, a critical aspect of financial markets, quantifies the uncertainty associated with asset price movements. This paper provides a comprehensive review of volatility, encompassing its definition, types, determinants, and measurement methods. Various factors, including macroeconomic indicators, market sentiment, liquidity, global events, and corporate actions, influence volatility. A range of methods, such as standard deviation, historical volatility, implied volatility, GARCH models, EWMA, and range-based volatility, are employed to measure volatility. Understanding volatility is essential for investors, traders, and risk managers to make informed decisions and manage risk effectively. Future research can delve into advanced volatility models, volatility spillovers, investor behavior, and the relationship between volatility and asset pricing.
Keywords	Stock Market, The Volatility , GARCH
Field	Mathematics > Economy / Commerce
Published In	Volume 6, Issue 6, November-December 2024
Published On	2024-11-12
Cite This	A Comprehensive Study of Stock Market Volatility: Types, Determinants, and Measurement Methods - Anshu Gupta, Radhika Mishra - IJFMR Volume 6, Issue 6, November-December 2024. DOI 10.36948/ijfmr.2024.v06i06.30054
DOI	https://doi.org/10.36948/ijfmr.2024.v06i06.30054
Short DOI	https://doi.org/g8qtmm

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