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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.59% (-0.54%)

Analysis last updated: Saturday, May 31, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2950	4.47
$α$	0.0787	7.99
$β$	0.8793	67.75
$γ_{1}$	0.0926	6.00
$γ_{2}$	-0.1422	-6.41
$γ_{3}$	0.0706	4.53
$γ_{4}$	-0.0153	-1.05
$γ_{5}$	-0.0245	-1.60
$γ_{6}$	0.0274	2.35

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts