V-Lab
Aster DM Quality Care Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
39.13%
decreased by 8.56%
1 Week
39.51%
decreased by 8.18%
1 Month
39.75%
decreased by 7.94%
Analysis last updated: Saturday, August 22, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2018 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 3.17 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.2957 | 8.60*** |
α ARCH Response to squared shocks | 0.1192 | 4.41*** |
β GARCH Volatility persistence | 0.6017 | 14.43*** |
ν DF Student-t tail thickness | 3.1705 | 3.22*** |
Persistence:
0.602
Half-life:
1 days
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