V-Lab
V-Lab
RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, August 4th, 2025:20.09% (-0.43%)
Analysis last updated: Monday, August 4, 2025 at 12:59 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RWE AG GJR-GARCH
paramt-stat
ω0.035818.27
α0.033917.71
β0.9324553.02
γ0.045610.83
Estimation Period:
Jan 2, 1990 to Aug 1, 2025
Impact of return on volatility tomorrow
Volatility Forecasts