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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	101
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9021	104.31***
γ leverage Additional response to negative shocks	0.0856	15.09***
λ₁ tau intercept Baseline long-term coefficient	0.5062	0.05
λ₂ forecast adj. Forecast performance sensitivity	0.3475	0.04
λ₃ tau persistence Long-term factor persistence	0.3262	0.02

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First Trust India Nifty 50 Equ MF2-GARCH Volatility Analysis

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