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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0223	1.63
α ARCH Response to squared shocks	0.0427	8.16***
β GARCH Volatility persistence	0.9641	179.71***
γ leverage Additional response to negative shocks	-0.0950	-15.83***

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First Trust India Nifty 50 Equ EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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