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V-Lab

Rheinmetall AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

47.11%

increased by 1.03%

1 Week

46.87%

increased by 0.79%

1 Month

46.00%

decreased by 0.08%

Analysis last updated: Wednesday, August 5, 2026 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rheinmetall AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2019 to Jul 31, 2026

Model 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 = 3.69 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

6.4861
3.68***
α

ARCH

Response to squared shocks

0.0638
17.26***
β

GARCH

Volatility persistence

0.9799
174.39***
ν

DF

Student-t tail thickness

3.6949
8.35***

Persistence:

0.980

Half-life:

34 days