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

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V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 7th, 2025:23.48% (-0.84%)

Analysis last updated: Tuesday, January 7, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2920	4.45
$α$	0.0810	8.04
$β$	0.8757	66.07
$γ_{1}$	0.0938	5.90
$γ_{2}$	-0.1433	-6.24
$γ_{3}$	0.0691	4.28
$γ_{4}$	-0.0121	-0.80
$γ_{5}$	-0.0274	-1.73
$γ_{6}$	0.0286	2.40

Estimation Period:
Jan 2, 1990 to Jan 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts