V-Lab: E.ON SE GAS-GARCH Student T Volatility Analysis

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V-Lab

E.ON SE GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 20th, 2024:19.69% (-0.33%)

Analysis last updated: Thursday, November 21, 2024 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2582	4.29
$α$	0.0747	35.31
$β$	0.9904	418.77
$ν$	6	8.42

Estimation Period:
Jan 2, 1990 to Nov 15, 2024