A STUDY ON
SHARE PRICE VOLATILITY OF HDFC BANK
A Project Report Submitted to
JAWAHARLAL NEHRU TECHNOLOGICAL UNIVERSITY ANANTAPUR
In partial fulfilment of the requirements
for the award of the degree of
MASTER OF BUSINESS ADMINISTRATION
By
S.Nasreen
Regd.No.19691E00A3
Under the guidance and supervision of
Dr.N. GANGISETTY
M. Com., M.B.A., Ph.D.,
Professor
DEPARTMENT OF MANAGEMENT STUDIES
DEPARTMENT OF MANAGEMENT STUDIES
MADANAPALLE INSTITUTE OF TECHNOLOGY & SCIENCE
(UGC AUTONOMOUS)
(Affiliated to Jawaharlal Nehru Technological University Anantapur, Ananthapuramu)
MADANAPALLE – 517 325
ANDHRA PRADESH.
2020-2022
i
DECLARATION
I declare that this project entitled “A STUDY ON SHARE PRICE VOLATILITY OF
HDFC BANK” is a Bonafide work submitted to Jawaharlal Nehru Technological University
Anantapur, Ananthapuramu under the guidance and supervision of Dr.N.GANGISETTY,
Professor, Department of Management Studies, Madanapalle Institute of Technology &
Science, Madanapalle, for the award of MASTER OF BUSINESS ADMINISTRATION is
a record of original work done by me and that the project has not previously formed the basis
for the award of any degree.
Date: (S.NASREEN)
Place: Regd.No.19691E00A3
1
CERTIFICATE
Certified that the project report entitled “A STUDY ON PERFORMANCE OF SECTORAL
MUTUAL FUND SCHEMES IN INDIA” submitted by Ms. S. SUNEETHA
(Reg.No.18691E00H0) for the award of Master of Business Administration of Jawaharlal Nehru
Technological University Anantapur, Ananthapuramu, is a record of independent project work
undertaken by her under my supervision and guidance and the project has not been submitted either in
part or whole for the award of any other degree or diploma of any university
Dr. N.GANGISETTY M.Com. M.B.A.,Ph.D. DR. SREMMANT BASU
Professor & Project Guide , Professor & HOD
MBA Department MBA Department
INTERNAL EXAMINER EXTERNALEXAMINER
2
ACKNOWLEDGEMENT
I would like to thank to all persons who have contributed towards the successful
completion of the project work, I am glad to say working on this project has been both
illuminating and enjoyed for me.
I have deep sense of gratitude to Dr. N. GANGISETTY, M.Com, MBA, Ph.D.,
Professor & Project Guide, Department of Management Studies, for his encouragement,
guidance and valuable suggestions throughout the project.
I take this opportunity to thank Dr. N. VIJAYA BHASKAR CHOUDARY GARU,
Ph.D., Secretary & Correspondent, Dr. C. YUVARAJ, Principal, and Dr. SREMMANT
BASU, Professor& Head, Department of Management Studies, for their continuous support
and encouragement.
My heartfelt Thanks to my parents & Friends for going out of their way to see that I
successfully implementing and completing this project. Their words of wisdom and patience
were much more than a blessing.
I would like to thank all the faculty members of Department of Management Studies,
MITS who directly and indirectly helped me to complete this project.
S.NASREEN
( Reg No: 19691E00A3)
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CONTENTS
Chapter Page
TITTLE
No. No.
DECLARATION i
CERTIFICATE ii
ACKNOWLEDGEMENT iii
LIST OF TABLES iv
LIST OF GRAPHS v
1 INTRODUCTION 1-8
2 COMPANY PROFILE 9-28
3 RESEARCH METHODOLOGY 29-33
4 DATA ANALYSIS & INTERPRETATION 34-47
5 SUMMARY OF FINDINGS, SUGGESTIONS & CONCLUSION 48-50
BIBLIOGRAPHY 51
REFERENCES 52
4
LIST OF TABLES
Table
Title Page No.
No.
4.1 Showing descriptive statistics of the table 39
4.2 Showing descriptive statistics of volatility of the hdfc bank 40
4.2.1 Showing this table is non-stationary 41
4.2.2 Showing this table is stationary 42
Showing this table is increasing or decreasing the volatility of
4.3 43
hdfc close price
4.4 Showing this table is arch model, hence the mode is fit or not 48
4.5 Showing this table is garch model, hence the model is fit or not 49
5
LIST OF CHARTS
Chart
Title Page No.
No
4.1 Showing descriptive statistics of implementation of hdfc bank 40
4.2.1 Showing graph by using unit root test 41
Showing graph to improvement of volatility of hdfc close price &
4.2.2 44
by showing this graph the model is non-stationary
4.3 By Showing this garch graph is fit or not 48
