Dungore, Parizad Phiroze; Patel, Sarosh Hosi - In: International Journal of Financial Studies : open … 9 (2021) 1/7, pp. 1-11
The generalized autoregressive conditional heteroscedastic model (GARCH) is used to estimate volatility for Nifty Index futures on day trades. The purpose is to find out if a contemporaneous or causal relation exists between volatility volume and open interest for Nifty Index futures traded on...
