V-Lab: RWE AG MF2-GARCH Volatility Analysis

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V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.58% (-1.50%)

Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0530	14.65
$β$	0.7455	57.85
$γ$	0.0954	15.52
$λ_{1}$	0.0285	2.49
$λ_{2}$	0.0543	2.51
$λ_{3}$	0.9366	39.30

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts