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	param	t-stat
$ω$	0.7211	3.20
$α$	0.0400	2.24
$β$	0.8743	18.87
$γ_{1}$	-0.3009	-0.70
$γ_{2}$	0.5244	0.82
$γ_{3}$	-0.7170	-1.60
$γ_{4}$	1.1005	3.02
$γ_{5}$	-0.9436	-3.10
$γ_{6}$	0.3713	1.38
$γ_{7}$	-0.1554	-0.59
$γ_{8}$	0.3011	1.25
$γ_{9}$	-0.2190	-1.37

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

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News Impact Curve

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