RWE AG GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 26th, 2026
1 Day
26.07%
decreased by 0.20%
1 Week
26.13%
decreased by 0.14%
1 Month
26.38%
increased by 0.11%
Analysis last updated: Friday, June 26, 2026 at 07:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 18.86 | |
| 0.0354 | 17.79 | |
| 0.9310 | 534.75 | |
| 0.0443 | 10.47 |
Estimation Period:
Jan 2, 1990 to Jun 19, 2026
Jan 2, 1990 to Jun 19, 2026
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