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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	41
α ARCH Response to squared shocks	0.0639	19.75***
β GARCH Volatility persistence	0.8043	110.61***
γ leverage Additional response to negative shocks	0.0735	13.71***
λ₁ tau intercept Baseline long-term coefficient	0.0155	4.07***
λ₂ forecast adj. Forecast performance sensitivity	0.0240	4.35***
λ₃ tau persistence Long-term factor persistence	0.9698	140.61***

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E.ON SE MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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