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

V-Lab

RWE AG Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, September 26th, 2025:21.40% (-0.59%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2867	4.44
$α$	0.0774	7.96
$β$	0.8818	69.08
$γ_{1}$	0.0892	5.85
$γ_{2}$	-0.1376	-6.32
$γ_{3}$	0.0696	4.57
$γ_{4}$	-0.0165	-1.16
$γ_{5}$	-0.0241	-1.63
$γ_{6}$	0.0289	2.55

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts