V-Lab: RWE AG Spline-GARCH Volatility Analysis

V-Lab

RWE AG Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 23rd, 2025:21.30% (-0.41%)

Analysis last updated: Saturday, June 21, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2931	4.49
$α$	0.0792	8.01
$β$	0.8780	67.09
$γ_{1}$	0.0926	6.05
$γ_{2}$	-0.1426	-6.49
$γ_{3}$	0.0715	4.60
$γ_{4}$	-0.0157	-1.05
$γ_{5}$	-0.0262	-1.51
$γ_{6}$	0.0340	1.36

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts