V-Lab: RWE AG Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:25.33% (+1.45%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3213	4.46
$α$	0.0810	8.03
$β$	0.8776	67.59
$γ_{1}$	0.0985	5.83
$γ_{2}$	-0.1484	-5.97
$γ_{3}$	0.0671	3.79
$γ_{4}$	-0.0059	-0.36
$γ_{5}$	-0.0342	-2.07
$γ_{6}$	0.0325	2.79

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts