V-Lab
Rheinmetall AG GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
39.71%
increased by 0.12%
1 Week
40.01%
increased by 0.42%
1 Month
41.15%
increased by 1.56%
Analysis last updated: Tuesday, August 25, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 2, 2019 to Aug 21, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 111 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0869 | 6.02*** |
α ARCH Response to squared shocks | 0.0659 | 4.51*** |
β GARCH Volatility persistence | 0.9221 | 84.29*** |
γ leverage Additional response to negative shocks | 0.0115 | 1.02 |
Persistence:
0.994
Half-life:
111 days
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