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The paper investigates the volatility in the stock market, specifically focusing on the New York Stock Exchange (NYSE), and analyzes the underlying factors influencing market index price fluctuations. The study uses historical data for selected indices from the NYSE, applying econometric models such as GARCH (Generalized Autoregressive Conditional Heteroskedasticity) and ARCH (Autoregressive Conditional Heteroskedasticity) to quantify volatility. The analysis results provide an idea to understand the key drivers of NYSE indices such as NYSE Composite (NYA) and NYSE U.S. 100 Index (^NY) variations and how market participants can use this information for forecasting the risk and return management.

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Stock Market Volatility: An Empirical Analysis from New York Stock Exchange (NYSE)

  • 章节

  • 发表日期：

    2026年

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  • Jais V. Thomas,
  • G. Arockia Stalin,
  • S. Janaki,
  • Mary Ramyer,
  • Amala Sen

摘要

The paper investigates the volatility in the stock market, specifically focusing on the New York Stock Exchange (NYSE), and analyzes the underlying factors influencing market index price fluctuations. The study uses historical data for selected indices from the NYSE, applying econometric models such as GARCH (Generalized Autoregressive Conditional Heteroskedasticity) and ARCH (Autoregressive Conditional Heteroskedasticity) to quantify volatility. The analysis results provide an idea to understand the key drivers of NYSE indices such as NYSE Composite (NYA) and NYSE U.S. 100 Index (^NY) variations and how market participants can use this information for forecasting the risk and return management.