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

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E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:24.83% (-1.92%)

Analysis last updated: Saturday, November 15, 2025 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0633	19.48
$β$	0.8095	114.50
$γ$	0.0735	13.62
$λ_{1}$	0.0138	4.24
$λ_{2}$	0.0221	4.48
$λ_{3}$	0.9723	158.84

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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