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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0418	11.80***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9410	281.64***
γ leverage Additional response to negative shocks	0.0654	10.09***

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First Trust India Nifty 50 Equ GJR-GARCH Volatility Analysis

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