V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 8th, 2025:34.11% (+2.24%)

Analysis last updated: Tuesday, April 8, 2025 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	18.20
$α$	0.0340	17.66
$β$	0.9322	550.32
$γ$	0.0460	10.80

Estimation Period:
Jan 2, 1990 to Apr 4, 2025

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Volatility Forecasts