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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rheinmetall AG EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 2019 to Jul 17, 2026

Model 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

ParameterValuet-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