V-Lab: RWE AG MF2-GARCH Volatility Analysis

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V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:22.87% (-0.94%)

Analysis last updated: Tuesday, January 7, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0534	14.78
$β$	0.7424	57.83
$γ$	0.0966	15.77
$λ_{1}$	0.0288	2.49
$λ_{2}$	0.0546	2.55
$λ_{3}$	0.9362	39.59

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts