V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:22.70% (-0.25%)

Analysis last updated: Wednesday, March 5, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0530	14.75
$β$	0.7423	57.48
$γ$	0.0961	15.73
$λ_{1}$	0.0290	2.46
$λ_{2}$	0.0551	2.54
$λ_{3}$	0.9356	39.09

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts