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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:21.93% (0.00%)

Analysis last updated: Thursday, June 19, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2908	4.45
$α$	0.0788	8.00
$β$	0.8791	67.62
$γ_{1}$	0.0923	5.97
$γ_{2}$	-0.1418	-6.40
$γ_{3}$	0.0706	4.54
$γ_{4}$	-0.0154	-1.06
$γ_{5}$	-0.0245	-1.61
$γ_{6}$	0.0277	2.38

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts