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

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V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, December 4th, 2025:22.43% (+2.77%)

Analysis last updated: Thursday, December 4, 2025 at 11:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0612	22.40
$α$	0.0487	16.23
$β$	0.9003	349.76
$γ$	0.0567	8.87

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

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