V-Lab: E.ON SE AGARCH Volatility Analysis

V-Lab

E.ON SE AGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:19.56% (-0.61%)

Analysis last updated: Thursday, June 12, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0487	13.64
$α$	0.0776	37.06
$β$	0.8972	367.56
$γ$	0.5235	13.01

Estimation Period:
Jan 2, 1990 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts