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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Jul 31, 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 = 3.69 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 | 6.4861 | 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
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