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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ams-OSRAM AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 14, 2004 to Jul 10, 2026

Model 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

ParameterValuet-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