This research explores the influence of greenhouse gas emissions and resource efficiency on stock market volatility among firms in the Nifty 100 index. By employing a least squares regression model on cross-sectional data from 2023-24, the study aims to understand how environmental performance affects firm-level volatility. The findings reveal a significant inverse relationship between both greenhouse gas emissions and resource efficiency with volatility, suggesting that firms with better environmental practices exhibit reduced stock price fluctuations. These results emphasize the critical role of sustainability in enhancing market stability and reducing financial risks. The research provides important insights for investors, corporate managers, and policymakers, underscoring the need for integrating environmental responsibility into financial decision-making to promote long-term market resilience.