V-Lab
E.ON SE GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
22.69%
decreased by 1.34%
1 Week
22.81%
decreased by 1.22%
1 Month
23.27%
decreased by 0.76%
Analysis last updated: Sunday, July 26, 2026 at 12:14 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 67 trading days, meaning a shock loses half its impact after approximately 67 days. Returns follow a Student-t distribution with v = 5.71 degrees of freedom, capturing fatter tails than a normal distribution.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.1420 | 4.49*** |
α ARCH Response to squared shocks | 0.0737 | 34.73*** |
β GARCH Volatility persistence | 0.9897 | 405.46*** |
ν DF Student-t tail thickness | 5.7071 | 8.22*** |
Persistence:
0.990
Half-life:
67 days
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