V-Lab: RWE AG MF2-GARCH Volatility Analysis

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RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:18.77% (+0.37%)

Analysis last updated: Friday, October 17, 2025 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0525	14.78
$β$	0.7394	55.68
$γ$	0.0942	15.58
$λ_{1}$	0.0301	2.36
$λ_{2}$	0.0571	2.49
$λ_{3}$	0.9331	36.92

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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