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

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RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:30.87% (-1.34%)

Analysis last updated: Sunday, November 30, 2025 at 02:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2582	4.34
$α$	0.0777	7.99
$β$	0.8805	67.98
$γ_{1}$	0.0868	5.71
$γ_{2}$	-0.1346	-6.28
$γ_{3}$	0.0697	4.70
$γ_{4}$	-0.0186	-1.35
$γ_{5}$	-0.0204	-1.40
$γ_{6}$	0.0255	2.25

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts