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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:20.67% (-0.73%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0257	4.52
$α$	0.0582	63.84
$β$	0.9962	1,208.99
$ν$	5.4156	15.70

Estimation Period:
Jan 2, 1990 to Sep 19, 2025