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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8241	3.22***
α ARCH Response to squared shocks	0.0391	2.43**
β GARCH Volatility persistence	0.9130	29.94***

γ₁	-0.0883	-1.25
γ₂	0.1470	1.51
γ₃	-0.1267	-2.31**
γ₄	0.1080	3.33***

V-Lab

First Trust India Nifty 50 Equ Zero Slope Spline-GARCH Volatility Analysis

Date Range:

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