V-Lab: RWE AG Spline-GARCH Volatility Analysis

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RWE AG Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:21.93% (+0.77%)

Analysis last updated: Tuesday, November 11, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2817	4.43
$α$	0.0763	7.89
$β$	0.8828	68.84
$γ_{1}$	0.0897	5.94
$γ_{2}$	-0.1390	-6.46
$γ_{3}$	0.0719	4.76
$γ_{4}$	-0.0193	-1.33
$γ_{5}$	-0.0210	-1.24
$γ_{6}$	0.0242	1.06

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts