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

V-Lab

RWE AG GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:20.74% (+1.82%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0877	4.51
$α$	0.0588	64.00
$β$	0.9962	1,198.77
$ν$	5.3759	15.99

Estimation Period:
Jan 2, 1990 to Jun 6, 2025