Diginex Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:182.21% (-5.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 4.25 | |
| 0.0460 | 2.39 | |
| 0.9048 | 64.68 | |
| 0.0119 | 0.31 |
Estimation Period:
Feb 20, 2025 to Feb 13, 2026
Feb 20, 2025 to Feb 13, 2026
News Impact Curve
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