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
Feb 20, 2025 to Apr 24, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
μ
MEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.05** |
α ARCH Response to squared shocks | 0.4566 | 9.47*** |
β GARCH Volatility persistence | 0.5434 | 14.99*** |
Persistence:
1.000
Half-life:
-
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