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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000
α ARCH Response to squared shocks	0.1053	412.98***
β GARCH Volatility persistence	0.9494	1,751.63***
ν DF Student-t tail thickness	2.4637	267.13***

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First Trust India Nifty 50 Equ GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other First Trust India Nifty 50 Equ Analyses