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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:20.96% (-0.56%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0843	4.51
$α$	0.0586	63.95
$β$	0.9962	1,201.67
$ν$	5.3863	15.91

Estimation Period:
Jan 2, 1990 to Jun 20, 2025