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“study” in Latin

The English word study itself goes back to Latin studeō, through studium.

Riddle & Arnold A Copious and Critical English–Latin Lexicon, 1864

study s.
Attention of the mind, meditatio: commentatio.
Pursuit of litterature, studium. Studies, studia, plur.; litterarum studia; humanitas studia atque litterarum: to give one’s self to study, in studio toto animo incumbere; in studiis ac litteris omne tempus consumere (Cic.); studiis se totum tradere; tempus transmittere inter libros (Plin., Ep., 9, 6, 1): a place of study, studiorum ratio (Muret., Ruhnken): to begin the study of anything, aliquid attingere: I, though I did not begin the study of Greek litterature till late in life, etc., ego, qui sero Graecas litteras attigissem, etc. (Cic.).
An apartment set apart for litterary employment, musaeum: umbra: umbraculum: studium (Capitol).
Subject of attention, studium (Terentianus, Nep.).
study v.
Transitively, meditari: commentari: cognoscere, explorare aliquid: operam dare alicui rei [Vid :, also, To DEVISE]. To study a speech, orationem commentari (☞ not studere orationi): to study a charge, meditari accusationem: to study men’s dispositions, hominum animos explorare, pertentare, scrutari: to study philosophy, law, philosophiam, jus civile, discere (Cic.): to study medicine, arti medicae discendae operam dare.
Intransitively. To pursue litterary objects, studere litteris (Cic.); and simply studere, but not before the Silver Age (Plin. Ep., Quint., Sen.); we may say, also, studia exercere: ad studia incumbere (to study hard): artes studiaque colere: doctrinae, studiis, se dedere: studiis doctrinisque deditum esse: litteris et optimis disciplinis studere: versari in artibus ingenuis. To begin to study, se conferre ad studia litterarum (Cic.): to study at college, litterarum studiis in academia operam dare (Herm.); in academiae scholis graviores disclplinas percipere (Wyttenback); *litterarum, studiorum causa versari, vivere, in academia; *versari inter cives academiae: to study under anybody, discere ab aliquo; audire aliquem; operam dare alicui; scholis alicujus adesse, interesse (after Cic.).

Quick answer

What is the Latin word for study?
The usual Latin words for “study” are meditātiō, commentātiō, studium; also Mūsaeus, umbra, umbrāculum. The right choice depends on the sense; see the distinctions below.

Entry from J. E. Riddle & T. K. Arnold, A Copious and Critical English–Latin Lexicon (rev. C. Anthon, New York: Harper, 1864), digitised by Fergus J. P. Walsh, CC BY-SA 4.0; Latin markup adapted by latindictionary.co.