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V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

21.69%

decreased by 0.79%

1 Week

21.91%

decreased by 0.57%

1 Month

22.65%

increased by 0.17%

Analysis last updated: Sunday, July 26, 2026 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of E.ON SE GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 24, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 115% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0624
22.74***
α

ARCH

Response to squared shocks

0.0492
16.42***
β

GARCH

Volatility persistence

0.8995
349.71***
γ

leverage

Additional response to negative shocks

0.0565
8.87***

Persistence:

0.977

Half-life:

30 days