V-Lab
V-Lab
RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 29th, 2025:25.48% (-0.67%)
Analysis last updated: Tuesday, April 29, 2025 at 10:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RWE AG GJR-GARCH
paramt-stat
ω0.035918.23
α0.033917.65
β0.9324552.36
γ0.045910.85
Estimation Period:
Jan 2, 1990 to Apr 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts