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V-Lab

Rheinmetall AG GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

75.40%

decreased by 2.16%

1 Week

75.41%

decreased by 2.15%

1 Month

75.49%

decreased by 2.07%

Analysis last updated: Tuesday, July 14, 2026 at 07:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Rheinmetall AG GJR-GARCH

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

With persistence 0.997, volatility shocks have a half-life of 229 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0739
5.35***
α

ARCH

Response to squared shocks

0.0637
4.27***
β

GARCH

Volatility persistence

0.9262
86.20***
γ

leverage

Additional response to negative shocks

0.0142
1.20

Persistence:

0.997

Half-life:

229 days