V-Lab: RWE AG MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:19.59% (-0.07%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0527	14.86
$β$	0.7389	55.39
$γ$	0.0938	15.53
$λ_{1}$	0.0304	2.35
$λ_{2}$	0.0575	2.49
$λ_{3}$	0.9326	36.59

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts