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

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E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:18.05% (-0.91%)

Analysis last updated: Sunday, November 30, 2025 at 02:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0636	19.44
$β$	0.8073	112.48
$γ$	0.0733	13.51
$λ_{1}$	0.0142	4.14
$λ_{2}$	0.0230	4.44
$λ_{3}$	0.9712	151.14

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

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