Rheinmetall AG APARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
69.83%
decreased by 2.15%
1 Week
69.60%
decreased by 2.38%
1 Month
68.74%
decreased by 3.24%
Analysis last updated: Saturday, July 11, 2026 at 11:35 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
Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days. The volatility power δ = 1.55 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0809 | 6.22*** |
α ARCH Response to squared shocks | 0.0833 | 6.11*** |
β GARCH Volatility persistence | 0.9167 | 72.58*** |
γ leverage Additional response to negative shocks | 0.0603 | 1.11 |
δ power Transformation power | 1.5464 | 15.82*** |
Persistence:
0.989
Half-life:
64 days
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