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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.42% (-0.93%)

Analysis last updated: Sunday, May 11, 2025 at 03:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1269	4.52
$α$	0.0587	64.32
$β$	0.9962	1,213.42
$ν$	5.3800	16.06

Estimation Period:
Jan 2, 1990 to May 9, 2025