Stock Returns Volatility of Select NSE – Listed Iron & Still Sector Stocks: An Empirical Study

Author(s)	Prof. Dr. Siddhartha Sankar Saha, Mr. Tapas Kumar Tripathy
Country	India
Abstract	This research paper investigates the measurement of stock return volatility for select companies listed on the National Stock Exchange (NSE) within the Iron & Steel sector. Volatility is a critical indicator of risk and is essential for investors, portfolio managers, and policymakers to make informed decisions. The study employs empirical methods to analyze historical stock price data from 2001-02 to 2015-16, focusing on the variability of returns. The application of GARCH, and T-GARCH models provides the evidence of the persistence of time varying asymmetric volatility. The findings reveal insights into the volatility patterns of Iron & Steel sector stocks, highlighting the impact of market conditions, and sector-specific events. The results contribute to a deeper understanding of risk assessment in this sector and provide valuable implications for investment strategies and practical implications for risk management and investment decision-making in the Indian equity market. The study also provides valuable insights for investors, policymakers, and market participants in assessing risk exposure and making informed investment choices.
Keywords	Asymmetric Volatility, Conditional Volatility, Financial Meltdown.
Field	Business Administration
Published In	Volume 7, Issue 3, May-June 2025
Published On	2025-06-14
DOI	https://doi.org/10.36948/ijfmr.2025.v07i03.47969
Short DOI	https://doi.org/g9qqd6

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