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

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Volatility Analysis

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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, April 22nd, 2025:26.68% (-1.13%)

Analysis last updated: Tuesday, April 22, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

graph of RWE AG S0GARCH

Volatility Summary Table

Closing Price:	€34.08	Return:	0.00%	1 Week Pred:	26.73%
Average Week Vol:	29.10%	Average Month Vol:	28.09%	1 Month Pred:	26.90%
Min Vol:	10.89%	Max Vol:	98.87%	6 Month Pred:	27.22%
Average Vol:	28.75%	Vol of Vol:	26.76%	1 Year Pred:	27.28%

Parameter Estimates

	param	t-stat
$ω$	1.2923	4.46
$α$	0.0786	7.97
$β$	0.8794	67.59
$γ_{1}$	0.0932	5.98
$γ_{2}$	-0.1430	-6.39
$γ_{3}$	0.0707	4.49
$γ_{4}$	-0.0147	-1.00
$γ_{5}$	-0.0249	-1.61
$γ_{6}$	0.0274	2.33

Estimation Period:
Jan 2, 1990 to Apr 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts