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In the stock market, volatility is a term used to describe the degree to which the prices of assets oscillate and determines the level of risk or uncertainty. The foremost objective of the present analysis is to model the behaviour of the Denmark stock market using data from December 20, 2016, to September 20, 2023. Through the application of GARCH family prototypes which, include GARCH/TARCH, EGARCH, Component ARCH (1,1), and PARCH. The analysis used a sample number of 1668 daily observations for OMXC 25 or OMX Copenhagen 25 Stock Index representing the Denmark stock market. We used some statistical techniques such as Phillips-Perron and Augmented Dickey Fuller tests, Kwiatkowski-Phillips-Schmidt-Shin test statistic, The ARCH Lagrange Multiplier (LM) test, PARCH model. We utilized the E-Views 12 Econometrics package. This empirical investigation adds to the corpus of financial econometrics and emphasizes the importance of precisely and painstakingly modelling the behaviour of stock markets. Our ability to forecast market movements and make informed decisions in a turbulent financial climate will be improved by the findings and research methodologies covered in this paper, which will serve as a solid foundation for future investigations. [ABSTRACT FROM AUTHOR]

IN THE STOCK MARKET, VOLATILITY IS A TERM USED TO DESCRIBE THE DEGREE TO WHICH THE PRICES OF ASSETS FLUCTUATE AND DETERMINES THE DEGREE OF RISK OR UNCERTAINTY. THE MAIN AIM OF THE PRESENT STUDY IS TO MODELING THE BEHAVIOR OF THE SWITZERLAND STOCK MARKET USING DATA FROM 4TH JANUARY, 2000 TO 9TH NOVEMBER, 2023. THROUGH THE APPLICATION OF GARCH FAMILY MODELS WHICH, INCLUDE GARCH/TARCH, EGARCH, COMPONENT ARCH (1,1), AND PARCH. THE STUDY USED A SAMPLE NUMBER OF 5994 DAILY OBSERVATIONS FOR SWISS STOCK INDEX REPRESENTING THE SWITZERLAND STOCK MARKET. WE USED SOME STATISTICAL TECHNIQUES SUCH AS PHILLIPS-PERRON AND AUGMENTED DICKEY FULLER TESTS STATISTIC. THE ARCH LAGRANGE MULTIPLIER (LM) TEST, PARCH MODEL. WE UTILIZED THE EVIEWS 12 ECONOMETRICS PACKAGE. THIS STUDY HIGHLIGHTS THE SIGNIFICANCE OF ACCURATELY AND METICULOUSLY SIMULATING STOCK MARKET BEHAVIOR IN ADDITION TO ADDING TO THE CORPUS OF KNOWLEDGE IN FINANCIAL ECONOMETRICS. THE CONCLUSIONS AND METHODS DISCUSSED IN THIS STUDY PROVIDE A STRONG BASIS FOR FURTHER RESEARCH, ENHANCING OUR CAPACITY TO PREDICT MARKET MOVEMENTS AND MAKE WISE CHOICES IN A VOLATILE FINANCIAL ENVIRONMENT. [ABSTRACT FROM AUTHOR]