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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:21.13% (-0.44%)

Analysis last updated: Wednesday, June 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2908	4.45
$α$	0.0789	8.01
$β$	0.8790	67.68
$γ_{1}$	0.0920	5.96
$γ_{2}$	-0.1415	-6.39
$γ_{3}$	0.0706	4.54
$γ_{4}$	-0.0156	-1.07
$γ_{5}$	-0.0245	-1.60
$γ_{6}$	0.0278	2.39

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts