V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:19.51% (-0.37%)

Analysis last updated: Saturday, August 9, 2025 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0535	14.84
$β$	0.7376	55.52
$γ$	0.0944	15.48
$λ_{1}$	0.0302	2.37
$λ_{2}$	0.0573	2.50
$λ_{3}$	0.9329	36.99

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts