V-Lab: RWE AG Spline-GARCH Volatility Analysis

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V-Lab

RWE AG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.74% (+0.03%)

Analysis last updated: Tuesday, November 12, 2024 at 08:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3187	4.54
$α$	0.0799	7.98
$β$	0.8779	67.04
$γ_{1}$	0.0975	6.09
$γ_{2}$	-0.1485	-6.34
$γ_{3}$	0.0707	4.23
$γ_{4}$	-0.0110	-0.69
$γ_{5}$	-0.0309	-1.66
$γ_{6}$	0.0371	1.29

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts