V-Lab
RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:30.43% (-0.05%)
Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 18.16 | |
| 0.0344 | 17.57 | |
| 0.9310 | 540.99 | |
| 0.0476 | 11.07 |
Estimation Period:
Jan 2, 1990 to Nov 15, 2024
Jan 2, 1990 to Nov 15, 2024