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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:18.49% (+0.12%)

Analysis last updated: Saturday, August 30, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0374	4.52
$α$	0.0584	63.87
$β$	0.9962	1,206.05
$ν$	5.4107	15.74

Estimation Period:
Jan 2, 1990 to Aug 29, 2025