<?php
	function selected($value, $post) {
		if ($value == $post) {
			return "selected";
		}
	}

	$class= '';
	if (!EMPTY($_POST['class'])) {
		$class = $_POST['class'];
	}
?>

<form action="" method="POST">
	<select name="class">
		<option value="">Please Select</option>
		<option value="nursery1" <?php echo selected('nursery1', $class); ?> >Nursery One</option>
		<option value="nursery2" <?php echo selected('nursery2', $class); ?> >Nursery Two</option>
	</select>
	<input type="button" name="class_submit" value="GO">
</form>
<form action="" method="POST">

<?php
if (ISSET($_POST['class'])) {
	$class = mysqli_real_escape_string($con, $_POST['class']);
	$student_name = mysqli_query($con, "SELECT * FROM stu_tbl WHERE `class` = '.$class.'");

	// your remaining script

	// fetch your option here

	echo '<input type="hidden" name="class" value="'.$class.'">';
}
?>

<input type="submit" name="submit" value="submit">
</form>