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

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E.ON SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:17.08% (-0.27%)

Analysis last updated: Friday, November 7, 2025 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4473	4.63
$α$	0.0908	8.85
$β$	0.8627	54.89
$γ_{1}$	0.0940	5.74
$γ_{2}$	-0.1477	-6.27
$γ_{3}$	0.0863	5.42
$γ_{4}$	-0.0499	-3.44
$γ_{5}$	0.0180	1.28
$γ_{6}$	0.0030	0.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts