Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aster DM Quality Care Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 2018 to Aug 21, 2026

Model 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

ParameterValuet-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