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V-Lab

Rheinmetall AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

60.23%

decreased by 1.27%

1 Week

59.60%

decreased by 1.90%

1 Month

57.34%

decreased by 4.16%

Analysis last updated: Tuesday, July 14, 2026 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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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 10, 2026

Model Insight

Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days. Returns follow a Student-t distribution with v = 3.71 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

6.6192
3.76***
α

ARCH

Response to squared shocks

0.0648
17.93***
β

GARCH

Volatility persistence

0.9805
185.45***
ν

DF

Student-t tail thickness

3.7091
8.77***

Persistence:

0.980

Half-life:

35 days