V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, October 7th, 2025:19.55% (-0.04%)

Analysis last updated: Tuesday, October 7, 2025 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0355	18.27
$α$	0.0338	17.71
$β$	0.9328	555.88
$γ$	0.0453	10.79

Estimation Period:
Jan 2, 1990 to Oct 3, 2025

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Volatility Forecasts

Volatility Forecasts