RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:26.89% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 18.73 | |
| 0.0356 | 17.73 | |
| 0.9308 | 530.66 | |
| 0.0443 | 10.35 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
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