Global Journal of Human Social Science, E: Economics, Volume 23 Issue 2

Impact of COVID-19 on Stock Market Volatility and Forecast using ARIMA and EGARCH 6/25/2020 1887.67 12/24/2020 1600.58 6/24/2021 1281.59 6/26/2020 1886.40 12/25/2020 1598.13 6/25/2021 1279.14 6/29/2020 1883.45 12/28/2020 1595.67 6/28/2021 1276.69 6/30/2020 1873.39 12/29/2020 1593.22 6/29/2021 1274.23 7/1/2020 1876.41 12/30/2020 1590.76 6/30/2021 1271.78 7/2/2020 1876.41 12/31/2020 1588.31 7/1/2021 1269.32 7/3/2020 1876.41 1/1/2021 1585.86 7/2/2021 1266.87 7/6/2020 1872.85 1/4/2021 1583.40 7/5/2021 1264.42 7/7/2020 1870.50 1/5/2021 1580.95 7/6/2021 1261.96 7/8/2020 1840.68 1/6/2021 1578.50 7/7/2021 1259.51 7/9/2020 1843.10 1/7/2021 1576.04 7/8/2021 1257.06 7/10/2020 1854.94 1/8/2021 1573.59 7/9/2021 1254.60 7/13/2020 1861.19 1/11/2021 1571.13 7/12/2021 1252.15 7/14/2020 1839.40 1/12/2021 1568.68 7/13/2021 1249.69 7/15/2020 1853.66 1/13/2021 1566.23 7/14/2021 1247.24 7/16/2020 1848.55 1/14/2021 1563.77 7/15/2021 1244.79 7/17/2020 1847.04 1/15/2021 1561.32 7/16/2021 1242.33 7/20/2020 1846.59 1/18/2021 1558.87 7/19/2021 1239.88 7/21/2020 1838.55 1/19/2021 1556.41 7/20/2021 1237.43 7/22/2020 1826.26 1/20/2021 1553.96 7/21/2021 1234.97 7/23/2020 1838.11 1/21/2021 1551.50 7/22/2021 1232.52 7/24/2020 1840.07 1/22/2021 1549.05 7/23/2021 1230.06 7/27/2020 1840.07 1/25/2021 1546.60 7/26/2021 1227.61 7/28/2020 1821.21 1/26/2021 1544.14 7/27/2021 1225.16 7/29/2020 1825.74 1/27/2021 1541.69 7/28/2021 1222.70 7/30/2020 1825.28 1/28/2021 1539.24 7/29/2021 1220.25 Date Forecast Value Date Forecast Value Date Forecast Value 7/31/2020 1827.80 1/29/2021 1536.78 7/30/2021 1217.80 8/3/2020 1827.80 2/1/2021 1534.33 8/2/2021 1215.34 8/4/2020 1815.77 2/2/2021 1531.87 8/3/2021 1212.89 8/5/2020 1840.70 2/3/2021 1529.42 8/4/2021 1210.44 8/6/2020 1841.38 2/4/2021 1526.97 8/5/2021 1207.98 8/7/2020 1841.38 2/5/2021 1524.51 8/6/2021 1205.53 8/10/2020 1841.38 2/8/2021 1522.06 8/9/2021 1203.07 8/11/2020 1841.38 2/9/2021 1519.61 8/10/2021 1200.62 8/12/2020 1834.47 2/10/2021 1517.15 8/11/2021 1198.17 8/13/2020 1834.47 2/11/2021 1514.70 8/12/2021 1195.71 8/14/2020 1831.16 2/12/2021 1512.24 8/13/2021 1193.26 Volume XXIII Issue II Version I 65 Global Journal of Human Social Science - Year 2023 ( )E © 2023 Global Journals