V-Lab: E.ON SE GJR-GARCH Volatility Analysis

V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 31st, 2025:20.11% (-0.41%)

Analysis last updated: Thursday, July 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0622	22.35
$α$	0.0488	16.14
$β$	0.8997	346.86
$γ$	0.0573	8.87

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts