RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:27.74% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 18.89 | |
| 0.0357 | 17.78 | |
| 0.9305 | 530.51 | |
| 0.0445 | 10.46 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
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