RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:18.48% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0354 | 18.26 | |
| 0.0336 | 17.67 | |
| 0.9329 | 556.93 | |
| 0.0455 | 10.84 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
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