I have been collecting the daily data for the Islamic stock market index in the largest Muslim population. I plan to investigate the performance, volatility, and determinant of the Sharia stock index during several events, such as Covid-19, global financial crisis, etc. Besides, I would like to compare them with the conventional stock index from G-7 countries.
If anyone is interested in this topic, especially those who have experience running the panel regression and volatility test model such as ARCH, GARCH, etc. Please let me know, and we can discuss further.