I am studying in BCA final year, what should I study next?

You can either do MBA or you can peruse MCA. MBA will be for management line and MCA for technical line. Choose wisely amongst both.

If you do not wish to go for Masters Degree that is MCA, better go for Diploma or Master's degree in Data Analytics, Artificial Intelligence, Machine Learning, Cloud Computing. These have better future prospectus rather than MCA.