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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0468	13.43***
α ARCH Response to squared shocks	0.0916	11.25***
β GARCH Volatility persistence	0.8550	177.35***
γ leverage Additional response to negative shocks	0.0707	4.52***

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First Trust India Nifty 50 Equ Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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