Rheinmetall AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
38.46%
decreased by 1.00%
1 Week
38.79%
decreased by 0.67%
1 Month
39.95%
increased by 0.49%
Analysis last updated: Friday, June 12, 2026 at 08:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1303 | 8.16 | |
| 0.0904 | 5.24 | |
| 0.8958 | 77.58 | |
| 0.0004 | 0.03 |
Estimation Period:
Dec 2, 2019 to Jun 5, 2026
Dec 2, 2019 to Jun 5, 2026
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