Rheinmetall AG Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
56.52%
decreased by 2.77%
1 Week
56.68%
decreased by 2.61%
1 Month
56.92%
decreased by 2.37%
Analysis last updated: Tuesday, July 14, 2026 at 07:16 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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 4 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5657 | 6.41*** |
α ARCH Response to squared shocks | 0.1200 | 1.67* |
β GARCH Volatility persistence | 0.7099 | 5.34*** |
Spline Coefficients
K=6
| γ1 | -2.2114 | -5.19*** |
| γ2 | 4.1893 | 6.22*** |
| γ3 | -3.8457 | -6.46*** |
| γ4 | 3.1431 | 4.68*** |
| γ5 | -1.5662 | -2.22** |
| γ6 | 0.1288 | 0.22 |
Persistence:
0.830
Half-life:
4 days
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