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{name} Model Equation

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Param	Value	t-stat
ωconst	0.5950	6.37***
αARCH	0.1274	1.70*
βGARCH	0.7037	5.48***

γ₁	-1.8526	-4.55***
γ₂	3.5652	5.62***
γ₃	-3.4004	-6.28***
γ₄	2.9497	4.76***
γ₅	-1.6910	-2.53**
γ₆	0.3593	0.63

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.5950	6.37***
α ARCH Response to squared shocks	0.1274	1.70*
β GARCH Volatility persistence	0.7037	5.48***

γ₁	-1.8526	-4.55***
γ₂	3.5652	5.62***
γ₃	-3.4004	-6.28***
γ₄	2.9497	4.76***
γ₅	-1.6910	-2.53**
γ₆	0.3593	0.63

V-Lab

Rheinmetall AG Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Rheinmetall AG Analyses