Skip to main content
V-Lab

Leonardo Drs Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

59.97%

decreased by 0.31%

1 Week

61.27%

increased by 0.99%

1 Month

65.57%

increased by 5.29%

Analysis last updated: Tuesday, August 25, 2026 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Leonardo Drs Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 1993 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 32 trading days, meaning a shock loses half its impact after approximately 32 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

28.9565
5.48***
α

ARCH

Response to squared shocks

0.1043
44.25***
β

GARCH

Volatility persistence

0.9783
249.50***
ν

DF

Student-t tail thickness

3.4632
23.24***

Persistence:

0.978

Half-life:

32 days