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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0464	14.37***
α ARCH Response to squared shocks	0.1243	24.57***
β GARCH Volatility persistence	0.8541	177.64***
γ leverage Additional response to negative shocks	0.1411	6.39***
δ power Transformation power	2.0315	37.79***

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First Trust India Nifty 50 Equ Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust India Nifty 50 Equ Analyses