V-Lab
Rheinmetall AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
40.14%
increased by 1.50%
1 Week
40.14%
increased by 1.50%
1 Month
40.15%
increased by 1.51%
Analysis last updated: Tuesday, August 25, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days. Returns follow a Student-t distribution with v = 3.72 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 | 6.4073 | 3.69*** |
α ARCH Response to squared shocks | 0.0634 | 17.11*** |
β GARCH Volatility persistence | 0.9799 | 173.46*** |
ν DF Student-t tail thickness | 3.7240 | 8.10*** |
Persistence:
0.980
Half-life:
34 days
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