V-Lab
E.ON SE Asy. Power MEM Volatility Analysis
Volatility prediction for Friday, August 7th, 2026
1 Day
25.31%
decreased by 1.10%
1 Week
24.17%
decreased by 2.24%
1 Month
21.01%
decreased by 5.40%
Analysis last updated: Friday, August 7, 2026 at 06:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 31, 2026Model Insight
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 21% more than equivalent positive returns. The volatility power δ = 0.86 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0445 | 30.06*** |
α ARCH Response to squared shocks | 0.1787 | 67.32*** |
β GARCH Volatility persistence | 0.8077 | 294.35*** |
γ leverage Additional response to negative shocks | 0.1127 | 18.93*** |
δ power Transformation power | 0.8584 | 21.47*** |
Persistence:
0.950
Half-life:
13 days
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