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V-Lab

E.ON SE APARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

24.27%

decreased by 1.63%

1 Week

24.49%

decreased by 1.41%

1 Month

25.27%

decreased by 0.63%

Analysis last updated: Tuesday, July 21, 2026 at 06:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E.ON SE APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 17, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 105% more than equivalent positive returns. The volatility power δ = 0.96 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0380
24.75***
α

ARCH

Response to squared shocks

0.0821
37.56***
β

GARCH

Volatility persistence

0.9140
396.17***
γ

leverage

Additional response to negative shocks

0.3576
15.71***
δ

power

Transformation power

0.9569
29.10***

Persistence:

0.979

Half-life:

33 days