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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.87% (-0.56%)

Analysis last updated: Saturday, May 31, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.1125	4.52
$α$	0.0586	64.09
$β$	0.9962	1,208.98
$ν$	5.3798	16.01

Estimation Period:
Jan 2, 1990 to May 30, 2025