The India VIX represents the sentiment of traders in the Indian market, so by forecasting the future value of India VIX, we get a feel for investor sentiment in future. The objective of this study is to fit a forecasting model on India VIX using auto regressive integrated moving average (ARIMA)....

The major objectives focused in the study are as follows:1. Introduction to the BSE GREENEX Index2. Measuring the Volatility of GREENEX Index ( February 2012 to April 2013)3. Measuring the Volatility of BSE Sensex, BSE 100,BSE 500 and NIFTY4. Comparing the Volatility of (2) and (3).5....