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 Monday, May 12th, 2025:19.12% (-0.78%)

Analysis last updated: Sunday, May 11, 2025 at 03:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4627	4.69
$α$	0.0925	8.88
$β$	0.8597	53.91
$γ_{1}$	0.0985	5.89
$γ_{2}$	-0.1540	-6.38
$γ_{3}$	0.0884	5.47
$γ_{4}$	-0.0495	-3.38
$γ_{5}$	0.0168	1.16
$γ_{6}$	0.0035	0.31

Estimation Period:
Jan 2, 1990 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts