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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.1099	5.53***
β GARCH Volatility persistence	0.7863	65.49***
γ leverage Additional response to negative shocks	-0.1099	-6.36***
λ₁ tau intercept Baseline long-term coefficient	10.0000	2.91***
λ₂ forecast adj. Forecast performance sensitivity	0.0397	2.85***
λ₃ tau persistence Long-term factor persistence	0.6091	8.75***

V-Lab

Diginex Limited MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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