RWE AG Asy. Power MEM Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
22.13%
1 Week
21.61%
1 Month
20.05%
Analysis last updated: Saturday, October 17, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Oct 16, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 12% more than equivalent positive returns. The volatility power δ = 1.02 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0457 | 6.62*** |
| αARCH | 0.1854 | 16.82*** |
| βGARCH | 0.8065 | 73.41*** |
| γleverage | 0.0568 | 2.33** |
| δpower | 1.0244 | 6.15*** |
0.955
Persistence15d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0457 | 6.62*** |
α ARCH Response to squared shocks | 0.1854 | 16.82*** |
β GARCH Volatility persistence | 0.8065 | 73.41*** |
γ leverage Additional response to negative shocks | 0.0568 | 2.33** |
δ power Transformation power | 1.0244 | 6.15*** |
Persistence:
0.955
Half-life:
15 days
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