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V-Lab

Diginex Limited GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, April 29th, 2026

1 Day

162.81%

increased by 28.68%

1 Week

165.10%

increased by 30.97%

1 Month

173.55%

increased by 39.42%

Analysis last updated: Wednesday, April 29, 2026 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Diginex Limited GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 20, 2025 to Apr 24, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 95 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.17 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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***

Persistence:

0.993

Half-life:

95 days