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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 16, 2006 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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