V-Lab
V-Lab
RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, September 15th, 2025:18.32% (-0.33%)
Analysis last updated: Saturday, September 13, 2025 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RWE AG GJR-GARCH
paramt-stat
ω0.035418.18
α0.033817.72
β0.9328556.21
γ0.045310.79
Estimation Period:
Jan 2, 1990 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts