Authors

1. Dr. T. Dulababu

Affiliation

• Professor, Alliance School of Business, Alliance University, Bengaluru, Kamataka

Abstract

Nifty volatility index is also called as India VIX. This was introduced in March 2008 with a purpose to avail new instrument for trading on it and as a tool of hedging. Further it can also be used to predict the variation in the market ahead of times. Hence this research is taken-up to investigate whether there is any relation between percentage changes in Nifty volatility on daily basis could give a scope to earn daily returns on Nifty-fifty index. The analysis was made for six calendar years starting from 2011 to 2016.

Keywords

Volatility, Index return, Regression, Correlation.

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