Rheinmetall AG EGARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
55.56%
decreased by 0.93%
1 Week
55.62%
decreased by 0.87%
1 Month
55.81%
decreased by 0.68%
Analysis last updated: Sunday, July 19, 2026 at 01:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 28 trading days, meaning a shock loses half its impact after approximately 28 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0622 | 7.40*** |
α ARCH Response to squared shocks | 0.1847 | 8.65*** |
β GARCH Volatility persistence | 0.9756 | 253.59*** |
γ leverage Additional response to negative shocks | -0.0084 | -0.75 |
Persistence:
0.976
Half-life:
28 days
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