V-Lab
RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:28.26% (-0.20%)
Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 18.12 | |
| 0.0342 | 17.56 | |
| 0.9316 | 544.49 | |
| 0.0468 | 10.95 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024