Statistical Analysis of Stock Price Volatility In Emerging Markets

Abstract

Company's stock price represents its financial performance, including capital value. Volatility is one of the most fundamental aspects of the stock market. Falling markets are a significant driver of volatility. In recent years, stock volatility has had a significant impact on the markets. This study helps the investors to have a understanding of the volatility of the stock prices and its effect on the economy or in their investment decisions. The study uses advanced statistical tools to investigate the patterns, causes, and consequences of stock price volatility, with a particular emphasis on stock market