considering the importance of financial markets and especially the stock market in financing support of companies, and the role and importance of volatility in the stock market, also the occurrence of numerous financial crises in the world economic environment and the probable impact of crises in the stock market, this research take the volatility modeling and its prediction, also the impact of financial crisis as the main issue on the stock market. So the research seeks to answer these questions to either return volatility Tehran Stock Exchange price index structure has been broken? And whether the prediction power of the GARCH models increase with regard to the structural?
Therefore, using daily data of 05.01.2008 to 31.03.2014 and the ICSS algorithm First the days that the volatility pattern of structural failure have been round were identified. Then, to estimate the amount of the likely impact of the identified failure of the volatility pattern, on the number of virtual variable failure D 10

The present research is seeking for finding the answer to these questions that is there a negative, significant dynamic conditional correlation between stock price return of the petrochemical companies registered in Tehran Stock Exchange and West Texas Intermediate crude oil price return? Is there a positive, significant dynamic conditional correlation between stock price return of the petrochemical companies registered in Tehran Stock Exchange and West Texas Intermediate crude oil price return? The correlation between West Texas Intermediate crude oil price with stock price of the petrochemical companies registered in Stock Exchange including Abadan Petrochemical Co, Arak Petrochemical, Isfahan Petrochemical, Khark Petrochemical, Farabi Petrochemical, Tabriz Oil Refining, Bandar E Abbas Oil refining and Isfahan Oil refining were studied, following the above mentioned questions were replied , through DCC method. According to research results, the petrochemical companies, in general, have negative, significant conditioned correlation with the crude oil price meaning the overflowing of crude oil price over petrochemical companies' stock price. Of the petrochemical companies' stock prices only Isfahan Petrochemical Co stock price was positively correlated with the crude oil global price; however, this positive estimated effect is not statistically significant. Thus, the first hypothesis of the conditioned negative correlation varying over time between stock prices of petrochemical companies registered in the stock exchange and the crude oil global price cannot be rejected.
On the other hand, it is on the contrary to the refining companies registered in Tehran Stock Exchange such that the stock prices of all three refining companies are positively correlated with the crude oil global price. Its significance indicates the correlation variability overtime. It means that correlation is some days positive and some days negative; therefore, the median impact will be positive. However, the stock price of Tabriz refinery with the overflow symbol lacks any significant correlation; whereas, this correlation was positively estimated, too. Finally, according to research findings, research second hypothesis that there is a positive, significant relation between the refineries' stock prices and the crude oil global price cannot be rejected.