V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:19.27% (+0.16%)

Analysis last updated: Saturday, August 30, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0535	14.85
$β$	0.7374	55.22
$γ$	0.0939	15.40
$λ_{1}$	0.0303	2.36
$λ_{2}$	0.0577	2.50
$λ_{3}$	0.9325	36.63

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts