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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E.ON SE APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 31, 2026

Model 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

ParameterValuet-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