Diginex Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:191.95% (-6.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.98 | |
| 0.0213 | 1.65 | |
| 0.9045 | 119.50 | |
| 0.0471 | 1.44 |
Estimation Period:
Jan 22, 2025 to Feb 13, 2026
Jan 22, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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