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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, September 1st, 2025:19.48% (+0.01%)

Analysis last updated: Saturday, August 30, 2025 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2788	4.43
$α$	0.0779	7.96
$β$	0.8803	68.04
$γ_{1}$	0.0894	5.85
$γ_{2}$	-0.1379	-6.32
$γ_{3}$	0.0697	4.58
$γ_{4}$	-0.0163	-1.15
$γ_{5}$	-0.0241	-1.62
$γ_{6}$	0.0286	2.52

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts