Rheinmetall AG GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
75.46%
decreased by 2.24%
1 Week
75.46%
decreased by 2.24%
1 Month
75.45%
decreased by 2.25%
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
With persistence 0.997, volatility shocks have a half-life of 209 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0738 | 6.14*** |
α ARCH Response to squared shocks | 0.0707 | 6.76*** |
β GARCH Volatility persistence | 0.9260 | 89.45*** |
Persistence:
0.997
Half-life:
209 days
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