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Abstract
The proposition defined for this study is investigating the volatile behavior of automobile market share of top manufacturing nations in the presence of financial fundamentals; the time series data of market shares of the top 26 automobile manufacturing industry nations from 2002-2014 were calculated from the collected data of automotive sales of stated nations.The GARCH 1,1 process was used and the find- ings confirmed that there is no GARCH 1,1 process in any of the given series as the ARCH and GARCH terms are found insignificant in the presence of stated conditional variables. Therefore, lagged autoregressive investigation for this study revealed that econometrical volatilities in the stated market shares defined in previous time grid (lag 01) do not predict volatility significantly in a current time grid for all the nations.
