V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 15th, 2025:29.12% (-2.05%)

Analysis last updated: Wednesday, April 16, 2025 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0531	14.76
$β$	0.7407	56.42
$γ$	0.0950	15.55
$λ_{1}$	0.0298	2.41
$λ_{2}$	0.0565	2.51
$λ_{3}$	0.9341	37.80

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts