V-Lab
Aster DM Quality Care Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
35.74%
decreased by 0.67%
1 Week
36.06%
decreased by 0.35%
1 Month
36.97%
increased by 0.56%
Analysis last updated: Saturday, August 22, 2026 at 09:23 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 13 trading days, meaning a shock loses half its impact after approximately 13 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.3131 | 7.36*** |
α ARCH Response to squared shocks | 0.0381 | 7.55*** |
β GARCH Volatility persistence | 0.9008 | 86.27*** |
γ leverage Additional response to negative shocks | 0.0179 | 1.22 |
Persistence:
0.948
Half-life:
13 days
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