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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, July 15th, 2025:21.33% (-0.58%)

Analysis last updated: Wednesday, July 16, 2025 at 01:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2912	4.46
$α$	0.0783	7.98
$β$	0.8800	68.06
$γ_{1}$	0.0914	5.95
$γ_{2}$	-0.1405	-6.39
$γ_{3}$	0.0702	4.55
$γ_{4}$	-0.0156	-1.08
$γ_{5}$	-0.0245	-1.62
$γ_{6}$	0.0281	2.43

Estimation Period:
Jan 2, 1990 to Jul 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts