V-Lab: E.ON SE Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

E.ON SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 1st, 2025:18.60% (-0.72%)

Analysis last updated: Sunday, November 30, 2025 at 01:59 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4427	4.63
$α$	0.0903	8.84
$β$	0.8630	55.04
$γ_{1}$	0.0934	5.73
$γ_{2}$	-0.1469	-6.28
$γ_{3}$	0.0861	5.44
$γ_{4}$	-0.0502	-3.48
$γ_{5}$	0.0189	1.36
$γ_{6}$	0.0020	0.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts