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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rheinmetall AG APARCH

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

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

Tap to view equation

ParameterValuet-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