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

V-Lab

E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 25th, 2025:20.85% (-0.21%)

Analysis last updated: Wednesday, June 25, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0639	19.32
$β$	0.8031	109.85
$γ$	0.0757	13.81
$λ_{1}$	0.0150	4.06
$λ_{2}$	0.0238	4.36
$λ_{3}$	0.9702	143.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts