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

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E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, December 12th, 2025:27.44% (+8.52%)

Analysis last updated: Friday, December 12, 2025 at 09:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0630	19.47
$β$	0.8115	116.10
$γ$	0.0727	13.53
$λ_{1}$	0.0136	4.28
$λ_{2}$	0.0217	4.54
$λ_{3}$	0.9728	164.25

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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