RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:28.59% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 18.89 | |
| 0.0357 | 17.79 | |
| 0.9305 | 530.81 | |
| 0.0445 | 10.47 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
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