Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Articles Article Faculty Publications -Articles Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Forecasting the Volatility of Indian Forex Market: An Evidence from GARCH Model Subject The topic of the resource Currency Market; Exchange Rate; Forecasting; Forex Market; Volatility Description An account of the resource Forecasting the volatility of forex market will create more trading opportunities to investors, despite of ups and downs in the forex market. The present study attempted to examine how the volatility in the exchange rate between Indian rupee and selected four foreign currencies, such as US dollar, euro, Japanese yen and British pound, can influence the market return. The data, used in the present study, covered the daily price observation of four foreign currencies, for a period of 5 years, from 2019-2023. The GARCH (1, 1) (generalized autoregressive conditional hetero skedasticity) was used for develop the model for foreign exchange (FX) rates volatility. Mean equation model confirmed that the series had attained stationary and previous price did influence the current price. It was also supported by co-efficient values in the variance equation. The co-efficient value, in the variance equation, was around one, which showed that the forex market was efficient. Further, it was validated that the volatility shocks in forex market were quite persistent. The active investors in the market may use this opportunity immediately. The policy maker may correct this deviation through timely intervention in the currency market. 2024, Iquz Galaxy Publisher. All rights reserved. Creator An entity primarily responsible for making the resource Raja M.; Muthu Gopalakrishnan M.; Pachiyappan S.; Velmurugan Source A related resource from which the described resource is derived International Research Journal of Multidisciplinary Scope, Vol-5, No. 3, pp. 955-968. Publisher An entity responsible for making the resource available Iquz Galaxy Publisher Date A point or period of time associated with an event in the lifecycle of the resource 2024-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.47857/irjms.2024.v05i03.0917" target="_blank" rel="noreferrer noopener">https://doi.org/10.47857/irjms.2024.v05i03.0917</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85201695399&amp;doi=10.47857%2Firjms.2024.v05i03.0917&amp;partnerID=40&amp;md5=9a8fde222971368531eecedb3b1cb3d2" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85201695399&amp;doi=10.47857%2firjms.2024.v05i03.0917&amp;partnerID=40&amp;md5=9a8fde222971368531eecedb3b1cb3d2</a> Rights Information about rights held in and over the resource All Open Access; Gold Open Access Relation A related resource ISSN: 2582631X Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Article Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Raja M., Bharathidasan University, Tamil Nadu, Tiruchirappalli, India; Muthu Gopalakrishnan M., CHRIST University, Karnataka, Bangalore, India; Pachiyappan S., CHRIST University, Karnataka, Bangalore, India; Velmurugan, Dr. Ambedkar Law University, Tamilnadu, Chennai, India