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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0479	11.27***
α ARCH Response to squared shocks	0.1303	22.03***
β GARCH Volatility persistence	0.8527	171.85***

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First Trust India Nifty 50 Equ MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust India Nifty 50 Equ Analyses