V-Lab: E.ON SE APARCH Volatility Analysis

V-Lab

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V-Lab

E.ON SE APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:23.37% (-0.56%)

Analysis last updated: Tuesday, November 12, 2024 at 08:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0356	24.29
$α$	0.0805	36.37
$β$	0.9165	398.31
$γ$	0.3920	16.37
$δ$	0.9110	27.74

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts