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

V-Lab

E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:23.59% (+1.29%)

Analysis last updated: Saturday, August 9, 2025 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0633	19.34
$β$	0.8061	111.73
$γ$	0.0746	13.71
$λ_{1}$	0.0145	4.11
$λ_{2}$	0.0231	4.40
$λ_{3}$	0.9711	149.33

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts