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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8253	3.23***
α ARCH Response to squared shocks	0.0389	2.43**
β GARCH Volatility persistence	0.9133	30.07***

γ₁	-0.0871	-1.25
γ₂	0.1447	1.50
γ₃	-0.1245	-2.31**
γ₄	0.1061	3.34***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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