V-Lab: RWE AG GAS-GARCH Student T Volatility Analysis

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V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:25.43% (+1.33%)

Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.2607	4.55
$α$	0.0596	64.87
$β$	0.9963	1254.79
$ν$	5	16.35

Estimation Period:
Jan 2, 1990 to Nov 8, 2024