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V-Lab

Leonardo Drs Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

51.70%

decreased by 2.76%

1 Week

53.59%

decreased by 0.87%

1 Month

59.66%

increased by 5.20%

Analysis last updated: Friday, July 10, 2026 at 10:00 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 Jul 10, 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

29.0866
5.46***
α

ARCH

Response to squared shocks

0.1043
44.08***
β

GARCH

Volatility persistence

0.9782
247.97***
ν

DF

Student-t tail thickness

3.4574
23.24***

Persistence:

0.978

Half-life:

32 days