V-Lab: E.ON SE EGARCH Volatility Analysis

V-Lab

E.ON SE EGARCH Volatility Analysis

Volatility Prediction for Thursday, June 12th, 2025:19.60% (-1.04%)

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
$ω$	0.0269	15.38
$α$	0.1483	37.47
$β$	0.9768	943.80
$γ$	-0.0481	-13.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts