Exploring Asymmetric GARCH Models for Predicting Indian Base Metal Price Volatility

Abstract

Many studies have been done in the field of predicting the Volatility of Commodities; however, very little or no analysis has been conducted on any sector, industry, or indices to identify which model is best to understand the asset’s characteristics, as there is a hypothesis that all financial time series can be interpreted by implementing the same model.

Keywords

• volatility
• asymmetric garch
• base metal
• forecasting
• sustainability
• c01
• c10
• c 12
• e41
• e44