Fluctuation of the stock market’s impact on investments of stocks. Sensex prediction plays an important role in the
investment of markets. Predicting the stock market is difficult in market scenarios. The present study attempted to predict the
stock market due to its complicated features and also compared different Auto-Regressive Integrated Moving Average (ARIMA)
models to get the appropriate stock forecasting model using various Box-Cox transformations by using BSE Sensex past daily
closing data.