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V-Lab

KBR Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

52.44%

increased by 3.36%

1 Week

52.19%

increased by 3.11%

1 Month

51.23%

increased by 2.15%

Analysis last updated: Wednesday, August 5, 2026 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of KBR Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 16, 2006 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 52 trading days, meaning a shock loses half its impact after approximately 52 days. Returns follow a Student-t distribution with v = 4.35 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

6.8043
3.75***
α

ARCH

Response to squared shocks

0.0686
26.00***
β

GARCH

Volatility persistence

0.9868
281.94***
ν

DF

Student-t tail thickness

4.3470
9.36***

Persistence:

0.987

Half-life:

52 days