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

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E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:15.40% (-0.23%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0639	19.46
$β$	0.8048	110.85
$γ$	0.0746	13.69
$λ_{1}$	0.0147	4.10
$λ_{2}$	0.0236	4.39
$λ_{3}$	0.9704	145.32

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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