Diginex Limited Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, April 28th, 2026
1 Day
138.07%
increased by 25.80%
1 Week
146.91%
increased by 34.64%
1 Month
177.94%
increased by 65.67%
Analysis last updated: Tuesday, April 28, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 2.39 | |
| 0.4886 | 5.88 | |
| 0.5596 | 17.56 | |
| -0.0963 | -0.80 |
Estimation Period:
Feb 20, 2025 to Apr 24, 2026
Feb 20, 2025 to Apr 24, 2026
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