Volatility Clustering of Select Sectoral Indices in the Bse Stock Market

Volatility is a standard measure of financial vulnerability and it plays vital role in analyzing the risk securities market. It traditionally measured using deviation, which indicates how price stock clustered around mean or moving average. The intent study to analyse volatility clustering six select sectoral indices such as S&P BSE AUTO (Automobile), BANKEX (Bank) , FMCG (Fast Moving Consumer Goods), IT (Information Technology), METAL ( Metals), OIL & GAS (Oil Gas Industries). A sample 2726 days observations for 11 years period from 03.01.2011 31.12.2021 has been taken study. econometric model namely ARCH GARCH have applied data. result reveals presence indices. Metal Sector shown higher phase volatility.