V-Lab
E.ON SE EGARCH Volatility Analysis
Volatility prediction for Monday, September 7th, 2026
1 Day
22.54%
decreased by 1.07%
1 Week
22.78%
decreased by 0.83%
1 Month
23.61%
increased by 0.00%
Analysis last updated: Saturday, September 5, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Sep 4, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 94% more than equivalent positive returns.
σ
EGARCH Model
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Leverage: Negative returns increase volatility 94% more than positive returns
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0270 | 4.01*** |
| αARCH | 0.1486 | 9.58*** |
| βGARCH | 0.9765 | 237.41*** |
| γleverage | -0.0475 | -3.40*** |
0.976
Persistence29d
Half-lifeσ
EGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0270 | 4.01*** |
α ARCH Response to squared shocks | 0.1486 | 9.58*** |
β GARCH Volatility persistence | 0.9765 | 237.41*** |
γ leverage Additional response to negative shocks | -0.0475 | -3.40*** |
Persistence:
0.976
Half-life:
29 days
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