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

V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, July 10th, 2025:19.81% (+0.79%)

Analysis last updated: Thursday, July 10, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	22.33
$α$	0.0489	16.15
$β$	0.8995	346.09
$γ$	0.0576	8.89

Estimation Period:
Jan 2, 1990 to Jul 4, 2025

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Volatility Forecasts

Volatility Forecasts