July 17, 2025

Stock Market Volatility during COVID-19: Empirical Analysis of NIFTY Index

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Empirical analysis finds significant impact of past returns on NIFTY index during COVID-19 lockdown and market volatility.

Market volatility increased during COVID-19, with significant implications for investors and traders.
Data analysis from January 30, 2020, to October 1, 2020, encompassed different lockdown phases affecting market behavior.
Findings suggest that derivatives were largely ineffective at mitigating market volatility during the lockdown periods.
Insights highlight the important role of past returns on the market index, especially in turbulent times.

Narender (2025) studied this question.

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