V-Lab: RWE AG GJR-GARCH Volatility Analysis

V-Lab

RWE AG GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:19.10% (-0.35%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0359	18.25
$α$	0.0340	17.71
$β$	0.9323	551.97
$γ$	0.0457	10.83

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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