According to leverage and volatility feedback effects there are relationships between the return and the risk of stocks in the stock markets. Using daily and weekly data of Computer industry index in Tehran stock Exchange (TEX), this study investigates both leverage and volatility feedback effects applying GARCH family models and Full Information Maximum Likelihood (FIML) estimation method, during 01/2007-10/2013 period. According to GARCH-M model estimations the first hypothesis of the research (Return volatility of computer industry in TEX affects the return significantly) cannot be rejected for daily data during 02/2010 to 10/2013 (the 2 nd period) which both return and return volatility were much more volatile rather than 01/