• Dr. Sonal Sharma

An investor’s major risk comes from the fact that asset prices are volatile in essence. There’s always an eternal effort by researchers to be able to measure accurately this volatility so as to make required returns. Researchers for ages are committed to solve this issue through introducing new models. There has been vast number of papers on measuring volatility in several markets through different models. One amongst the foremost popular family of models tested is the GARCH family which relies on the very fact that returns are auto-regressed, and therein family also, GARCH(1,1) has been quite an idol member. So, present study tries to review some papers from the extant literature available on GARCH(1,1) and to appreciate how it stands as compared to other models in the same family yet as other models across assets and countries.

Volatility, GARCH, Autoregression, Asset, Stock Market.

"GARCH (1,1)- A Review ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org), ISSN:2349-5162, Vol.8, Issue 4, page no.45-47, April-2021, Available :http://www.jetir.org/papers/JETIR2104107.pdf

"GARCH (1,1)- A Review ", International Journal of Emerging Technologies and Innovative Research (www.jetir.org | UGC and issn Approved), ISSN:2349-5162, Vol.8, Issue 4, page no. pp45-47, April-2021, Available at : http://www.jetir.org/papers/JETIR2104107.pdf