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

V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:18.57% (-0.13%)

Analysis last updated: Saturday, August 23, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0619	22.33
$α$	0.0486	16.13
$β$	0.9001	347.80
$γ$	0.0570	8.86

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts