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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0420	16.48***
β GARCH Volatility persistence	0.9166	215.26***
γ leverage Additional response to negative shocks	1.2445	18.91***

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First Trust India Nifty 50 Equ AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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