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MODELING AND FORECASTING OF PRICE VOLATILITY OF ONION IN INDIA USING THE GARCH APPROACH
ISSN: 2277 - 7601
Publisher: author
MODELING AND FORECASTING OF PRICE VOLATILITY OF ONION IN INDIA USING THE GARCH APPROACH
Indexed in
Agriculture and Food Sciences
ARTICLE-FACTOR
1.3
Article Basics Score: 3
Article Transparency Score: 3
Article Operation Score: 3
Article Articles Score: 2
Article Accessibility Score: 3
SUBMIT PAPER ASK QUESTION
International Category Code (ICC):
ICC-0202
Publisher: Kiran Abasaheb More
International Journal Address (IAA):
IAA.ZONE/2277389987601
eISSN
:
2277 - 7601
VALID
ISSN Validator
Abstract
This paper was focused on the modeling and forecasting of the price volatility of onion in India. The research was based on secondary datafocusing on monthly wholesale price indices from January 2005 to June 2020. The Generalized Autoregressive Conditional Heteroscedastic(GARCH) technique was used for the best model determination. The Lagrange multiplier test had been applied to detect the presence of theAutoregressive Conditional Heteroscedastic (ARCH ) effect. The GARCH (1, 1) was found to be the best-fitted model for forecastingvolatility. The volatility of onion prices a +
