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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1993 to Jul 10, 2026Model 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
| Parameter | Value | t-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
Other Leonardo Drs Inc Analyses
Other GAS-GARCH Student T Analyses on Equities