V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:28.09% (-0.10%)

Analysis last updated: Thursday, November 21, 2024 at 12:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0530	14.76
$β$	0.7473	58.94
$γ$	0.0960	15.71
$λ_{1}$	0.0280	2.54
$λ_{2}$	0.0532	2.55
$λ_{3}$	0.9379	40.74

Estimation Period:
Jan 2, 1990 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts