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V-Lab

Rheinmetall AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

61.50%

decreased by 1.42%

1 Week

60.84%

decreased by 2.08%

1 Month

58.45%

decreased by 4.47%

Analysis last updated: Saturday, July 11, 2026 at 11:36 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 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