Abstract

The art of prediction of stock market volatility has always been a most challenged interdisciplinary research problem among scientist due to its highly non- linear nature of market flow. This paper tries to analysis the historical data of BSE Sensex using extreme volatilities estimators, GARCH, ANN and new proposed Text Mining approach for stock market predictions. Finally experimental results illustrates that the new proposed Text model can able to predict the volatilities of the stock price better than other models.