V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:20.34% (-0.53%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0534	14.84
$β$	0.7394	56.24
$γ$	0.0945	15.51
$λ_{1}$	0.0297	2.40
$λ_{2}$	0.0561	2.51
$λ_{3}$	0.9343	37.98

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts