V-Lab: RWE AG Asy. MEM Volatility Analysis

V-Lab

RWE AG Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:17.33% (-0.20%)

Analysis last updated: Thursday, June 19, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0527	27.06
$α$	0.1560	40.79
$β$	0.8190	332.24
$γ$	0.0277	4.38

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts