V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:22.27% (-0.50%)

Analysis last updated: Thursday, May 22, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	18.28
$α$	0.0341	17.75
$β$	0.9322	550.28
$γ$	0.0456	10.77

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts