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

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 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

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 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

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 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

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 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

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 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