RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:30.00% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0379 | 18.73 | |
| 0.0359 | 17.76 | |
| 0.9307 | 530.29 | |
| 0.0441 | 10.27 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
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