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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0408	14.33***
α ARCH Response to squared shocks	0.0228	0.01
β GARCH Volatility persistence	0.9431	233.32***
γ leverage Additional response to negative shocks	1.0000	0.01
δ power Transformation power	1.6296	30.63***

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First Trust India Nifty 50 Equ APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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