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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Jul 10, 2026Model 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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