V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:21.95% (-0.48%)

Analysis last updated: Saturday, May 31, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0359	18.25
$α$	0.0339	17.71
$β$	0.9324	552.71
$γ$	0.0456	10.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts