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, November 12th, 2024:30.22% (+0.04%)

Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2976	4.45
$α$	0.0794	7.95
$β$	0.8786	67.28
$γ_{1}$	0.0950	5.87
$γ_{2}$	-0.1446	-6.16
$γ_{3}$	0.0688	4.15
$γ_{4}$	-0.0110	-0.71
$γ_{5}$	-0.0281	-1.74
$γ_{6}$	0.0285	2.37

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts