Diginex Limited 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
141.52%
increased by 34.22%
1 Week
150.16%
increased by 42.86%
1 Month
180.63%
increased by 73.33%
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 | 2.05 | |
| 0.4566 | 9.47 | |
| 0.5434 | 14.99 |
Estimation Period:
Feb 20, 2025 to Apr 24, 2026
Feb 20, 2025 to Apr 24, 2026
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