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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2533	4.38***
α ARCH Response to squared shocks	0.0773	8.06***
β GARCH Volatility persistence	0.8806	68.62***

γ₁	0.0841	5.81***
γ₂	-0.1317	-6.51***
γ₃	0.0708	5.05***
γ₄	-0.0214	-1.60
γ₅	-0.0216	-1.35
γ₆	0.0422	1.75*

V-Lab

RWE AG Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other RWE AG Analyses