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 Friday, November 7th, 2025:21.75% (+0.04%)

Analysis last updated: Friday, November 7, 2025 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2753	4.40
$α$	0.0768	7.93
$β$	0.8824	69.13
$γ_{1}$	0.0881	5.79
$γ_{2}$	-0.1361	-6.30
$γ_{3}$	0.0695	4.62
$γ_{4}$	-0.0171	-1.22
$γ_{5}$	-0.0234	-1.61
$γ_{6}$	0.0286	2.56

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts