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 Tuesday, November 4th, 2025:17.65% (+1.63%)

Analysis last updated: Tuesday, November 4, 2025 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0609	22.30
$α$	0.0489	16.27
$β$	0.9001	349.28
$γ$	0.0572	8.92

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts