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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:20.90% (-0.79%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0766	4.51
$α$	0.0586	63.82
$β$	0.9962	1,200.22
$ν$	5.3969	15.81

Estimation Period:
Jan 2, 1990 to Jul 11, 2025