V-Lab: E.ON SE MF2-GARCH Volatility Analysis

V-Lab

E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:22.09% (-0.89%)

Analysis last updated: Saturday, May 31, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0635	19.19
$β$	0.8025	108.75
$γ$	0.0761	13.84
$λ_{1}$	0.0154	4.00
$λ_{2}$	0.0244	4.30
$λ_{3}$	0.9695	137.45

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts