V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:18.02% (-0.30%)

Analysis last updated: Tuesday, September 16, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0354	18.18
$α$	0.0338	17.72
$β$	0.9328	556.21
$γ$	0.0453	10.79

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

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Volatility Forecasts