RWE AG GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 25th, 2026
1 Day
27.28%
decreased by 0.81%
1 Week
27.32%
decreased by 0.77%
1 Month
27.46%
decreased by 0.63%
Analysis last updated: Saturday, May 23, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 18.89 | |
| 0.0356 | 17.80 | |
| 0.9307 | 532.43 | |
| 0.0445 | 10.48 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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