V-Lab: RWE AG MF2-GARCH Volatility Analysis

V-Lab

RWE AG MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:18.47% (-0.74%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0533	14.82
$β$	0.7377	55.25
$γ$	0.0939	15.44
$λ_{1}$	0.0302	2.35
$λ_{2}$	0.0577	2.49
$λ_{3}$	0.9324	36.56

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts