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Parameter	Value	t-statistic
ω const Unconditional variance weight	310.8550	4.33***
α ARCH Response to squared shocks	0.1023	12.74***
β GARCH Volatility persistence	0.9927	564.04***
ν DF Student-t tail thickness	6.1681	2.90***

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Diginex Limited GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

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