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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0799	5.65***
α ARCH Response to squared shocks	0.0645	4.41***
β GARCH Volatility persistence	0.9249	85.26***
γ leverage Additional response to negative shocks	0.0115	1.02

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Rheinmetall AG GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Rheinmetall AG Analyses