Dynamics of Volatility Spillover between Energy and Environmental, Social and Sustainable Indices

The purpose of this research was to examine the dynamics volatility spillover between energy and environmental, social, sustainable indices. COVID19 prompted select April 2019 March 2022 as a sample period, respective data (Daily Prices) Nifty Energy ESG indices were obtained from National Stock Exchange India Limited. outcomes study confirmed that daily returns 100 not normally distributed reached stationarity at level difference. Further, employed GARCH Models such ARCH, (1,1), GARCH-M determine conditional volatility, it validated ARCH influence on ESG, during period