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

V-Lab

E.ON SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, June 19th, 2025:17.36% (-0.33%)

Analysis last updated: Thursday, June 19, 2025 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4584	4.68
$α$	0.0918	8.86
$β$	0.8608	54.19
$γ_{1}$	0.0977	5.86
$γ_{2}$	-0.1529	-6.37
$γ_{3}$	0.0883	5.48
$γ_{4}$	-0.0500	-3.42
$γ_{5}$	0.0179	1.24
$γ_{6}$	0.0025	0.22

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts