RWE AG GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:19.02% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 18.37 | |
| 0.0337 | 17.71 | |
| 0.9328 | 556.58 | |
| 0.0452 | 10.79 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
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