V-Lab: RWE AG Zero Slope Spline-GARCH Volatility Analysis

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RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:21.52% (+0.45%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2842	4.43
$α$	0.0769	7.94
$β$	0.8825	69.31
$γ_{1}$	0.0888	5.83
$γ_{2}$	-0.1371	-6.31
$γ_{3}$	0.0696	4.59
$γ_{4}$	-0.0169	-1.20
$γ_{5}$	-0.0236	-1.60
$γ_{6}$	0.0286	2.54

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts