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V-Lab

RWE AG AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

25.22%

increased by 0.24%

1 Week

25.36%

increased by 0.38%

1 Month

25.86%

increased by 0.88%

Analysis last updated: Tuesday, July 21, 2026 at 06:42 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of RWE AG AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

The news-impact curve is shifted (γ = 0.47) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0396
16.27***
α

ARCH

Response to squared shocks

0.0697
39.71***
β

GARCH

Volatility persistence

0.9141
532.06***
γ

leverage

Additional response to negative shocks

0.4739
15.28***

Persistence:

0.984

Half-life:

42 days