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 Friday, September 26th, 2025:17.92% (+0.87%)

Analysis last updated: Friday, September 26, 2025 at 09:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4463	4.65
$α$	0.0905	8.82
$β$	0.8626	54.65
$γ_{1}$	0.0951	5.79
$γ_{2}$	-0.1494	-6.32
$γ_{3}$	0.0871	5.47
$γ_{4}$	-0.0505	-3.48
$γ_{5}$	0.0192	1.36
$γ_{6}$	0.0015	0.14

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts