Rheinmetall AG Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
81.47%
decreased by 2.96%
1 Week
84.54%
increased by 0.11%
1 Month
89.14%
increased by 4.71%
Analysis last updated: Saturday, July 11, 2026 at 11:36 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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5620 | 6.35*** |
α ARCH Response to squared shocks | 0.1203 | 1.74* |
β GARCH Volatility persistence | 0.7152 | 5.57*** |
Spline Coefficients
K=6
| γ1 | -2.2582 | -5.23*** |
| γ2 | 4.2971 | 6.29*** |
| γ3 | -4.0285 | -6.72*** |
| γ4 | 3.5305 | 5.21*** |
| γ5 | -2.4746 | -3.51*** |
| γ6 | 2.4058 | 1.98** |
Persistence:
0.835
Half-life:
4 days
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