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

V-Lab

| |

V-Lab

E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 5th, 2025:19.75% (-0.13%)

Analysis last updated: Wednesday, March 5, 2025 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0607	19.01
$β$	0.8161	119.35
$γ$	0.0749	13.95
$λ_{1}$	0.0129	4.36
$λ_{2}$	0.0209	4.58
$λ_{3}$	0.9739	173.55

Estimation Period:
Jan 2, 1990 to Feb 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts