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V-Lab

Rheinmetall AG AGARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

76.36%

decreased by 2.96%

1 Week

76.41%

decreased by 2.91%

1 Month

76.58%

decreased by 2.74%

Analysis last updated: Saturday, July 11, 2026 at 11:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Rheinmetall AG AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2019 to Jul 10, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 226 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Asymmetry: negative returns raise volatility more

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0714
3.27***
α

ARCH

Response to squared shocks

0.0753
6.14***
β

GARCH

Volatility persistence

0.9217
76.86***
γ

leverage

Additional response to negative shocks

0.4106
2.26**

Persistence:

0.997

Half-life:

226 days