• Dr. Renuka Sagar

Covid-19 is a newly discovered infectious disease caused by Carona Virus. Pneumonia of unknown cause was first detected in Wuhan, China. It is the first country reported to World Health Organization popularly known as WHO about Carona Virus in China on 31st December 2019. From that day on words WHO is working 24/7 days to analyze the data, giving the advice to public, coordinate with the partners, helps the countries to prepare, Increase supplies and manage expert networks, …etc. Covid-19 is a name which was declared by Public Health Emergency of International Concern on 30th January 2020. On 11th February WHO announced its name as COVID-19. This period was very terrible period for Indian Stock Market and also the upshots of infectious disease are considerable and turned out to be directly affecting the world wide Stock Markets. In India we have three major stock markets i.e.; Bombay Stock Exchange, National Stock Exchange and Calcutta Stock Exchange popularly known as BSE, NSE and CSE. In stock market generally there is a direct relationship between Risk and Return, there are several reasons which are associated with different people i.e.; investors in the market. Volatility is a one of the statistical measures of the dispersion of returns for a given security in stock markets. The present paper used data for Indian Stock Market Indices of NSE i.e.; Nifty 50, Nifty Infra, and Nifty FMCG during the period of Covid-19. The study covers the period from 12 weeks of pre Covid-19 to 12 Weeks of post Covid-19. The study attempts to evaluate volatility in Indian Stock Market using the indices of Nifty 50, Nifty Infra and Nifty FMCG.

WHO, Nifty, Covid-19, FMCG, Infra, Volatility, NSE….etc

"Volatility Nature of Financial Time Series Applications During Covid-19 Era", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.7, Issue 11, page no.1053-1062, November-2020, Available :http://www.jetir.org/papers/JETIR2011420.pdf

"Volatility Nature of Financial Time Series Applications During Covid-19 Era", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.7, Issue 11, page no. pp1053-1062, November-2020, Available at : http://www.jetir.org/papers/JETIR2011420.pdf