V-Lab: RWE AG MF2-GARCH Volatility Analysis

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RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:27.63% (-1.48%)

Analysis last updated: Sunday, November 30, 2025 at 02:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0534	15.09
$β$	0.7293	53.11
$γ$	0.0972	15.87
$λ_{1}$	0.0341	2.26
$λ_{2}$	0.0620	2.45
$λ_{3}$	0.9272	33.24

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

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