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

V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:23.34% (-0.87%)

Analysis last updated: Saturday, May 31, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0620	22.31
$α$	0.0486	16.10
$β$	0.9000	346.94
$γ$	0.0575	8.90

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts