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

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E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, November 13th, 2025:24.87% (+8.29%)

Analysis last updated: Thursday, November 13, 2025 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0608	22.32
$α$	0.0488	16.26
$β$	0.9002	349.88
$γ$	0.0571	8.92

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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