V-Lab
Rheinmetall AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
36.05%
decreased by 0.57%
1 Week
36.21%
decreased by 0.41%
1 Month
36.77%
increased by 0.15%
Analysis last updated: Saturday, October 3, 2026 at 08:19 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Oct 2, 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 = 3.79 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 34-day half-lifev = 3.79 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 6.3343 | 0.94 |
| αARCH | 0.0633 | 4.26*** |
| βGARCH | 0.9799 | 43.95*** |
| νDF | 3.7882 | 1.97** |
0.980
Persistence34d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.3343 | 0.94 |
α ARCH Response to squared shocks | 0.0633 | 4.26*** |
β GARCH Volatility persistence | 0.9799 | 43.95*** |
ν DF Student-t tail thickness | 3.7882 | 1.97** |
Persistence:
0.980
Half-life:
34 days
Other Rheinmetall AG Analyses
Other GAS-GARCH Student T Analyses on International Equities