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VOL. 7, ISSUE 2 (2025)
Stock returns volatility of select nse – Listed cement and chemical Stocks: an empirical study
Authors
Dr. Siddhartha Sankar Saha, Tapas Kumar Tripathy
Abstract
Volatility is a critical indicator of risk and is essential for
investors, portfolio managers, and policymakers to make informed decisions.
This study empirically examines the volatility of stock returns of select
NSE-listed cement and chemical sector stocks using statistical and econometric
techniques. The study employs empirical methods to analyze historical stock
price data, focusing on the variability of returns over a specified period.
Statistical tools such as descriptive statistics, ARCH, GARCH (Generalized
Autoregressive Conditional Heteroskedasticity), and other volatility models are
utilized to capture the dynamic nature of stock price movements. The findings
reveal significant differences in volatility patterns between the cement and
chemical sectors, influenced by industry-specific factors, and market
conditions. The study contributes to a deeper understanding of sectoral risk
profiles and provides insights for risk management and investment strategies in
emerging markets like India. The results are particularly relevant for
stakeholders seeking to optimize portfolio performance while mitigating
exposure to market fluctuations.
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Pages:67-74
How to cite this article:
Dr. Siddhartha Sankar Saha, Tapas Kumar Tripathy "Stock returns volatility of select nse – Listed cement and chemical Stocks: an empirical study". International Journal of Management and Commerce, Vol 7, Issue 2, 2025, Pages 67-74
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