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

V-Lab

E.ON SE GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:19.49% (-0.15%)

Analysis last updated: Wednesday, June 25, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0624	22.34
$α$	0.0489	16.15
$β$	0.8994	345.93
$γ$	0.0576	8.88

Estimation Period:
Jan 2, 1990 to Jun 20, 2025

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Volatility Forecasts