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

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E.ON SE MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:17.06% (-0.54%)

Analysis last updated: Friday, November 7, 2025 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0640	19.51
$β$	0.8051	110.88
$γ$	0.0744	13.66
$λ_{1}$	0.0148	4.10
$λ_{2}$	0.0239	4.38
$λ_{3}$	0.9701	143.27

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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