V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.17% (-0.60%)

Analysis last updated: Saturday, May 31, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0534	14.82
$β$	0.7394	56.23
$γ$	0.0945	15.51
$λ_{1}$	0.0295	2.40
$λ_{2}$	0.0559	2.51
$λ_{3}$	0.9346	38.14

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts