ams-OSRAM AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
99.65%
decreased by 5.77%
1 Week
98.95%
decreased by 6.47%
1 Month
96.30%
decreased by 9.12%
Analysis last updated: Tuesday, July 14, 2026 at 08:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 14, 2004 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 65 trading days, meaning a shock loses half its impact after approximately 65 days. Returns follow a Student-t distribution with v = 3.46 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 | 13.0395 | 3.50*** |
α ARCH Response to squared shocks | 0.0551 | 33.88*** |
β GARCH Volatility persistence | 0.9894 | 316.61*** |
ν DF Student-t tail thickness | 3.4580 | 16.32*** |
Persistence:
0.989
Half-life:
65 days
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