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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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