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, January 7th, 2025:20.83% (-0.91%)

Analysis last updated: Tuesday, January 7, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1868	4.54
$α$	0.0594	64.60
$β$	0.9962	1223.87
$ν$	5	16.27

Estimation Period:
Jan 2, 1990 to Jan 3, 2025