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V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

23.32%

decreased by 0.68%

1 Week

23.46%

decreased by 0.54%

1 Month

23.91%

decreased by 0.09%

Analysis last updated: Thursday, July 16, 2026 at 06:39 PM 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 10, 2026

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 114% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0625
22.75***
α

ARCH

Response to squared shocks

0.0495
16.40***
β

GARCH

Volatility persistence

0.8993
349.39***
γ

leverage

Additional response to negative shocks

0.0563
8.82***

Persistence:

0.977

Half-life:

30 days