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, September 1st, 2025:18.70% (+1.26%)

Analysis last updated: Saturday, August 30, 2025 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4497	4.66
$α$	0.0907	8.83
$β$	0.8622	54.51
$γ_{1}$	0.0958	5.82
$γ_{2}$	-0.1503	-6.34
$γ_{3}$	0.0875	5.48
$γ_{4}$	-0.0505	-3.47
$γ_{5}$	0.0190	1.34
$γ_{6}$	0.0017	0.15

Estimation Period:
Jan 2, 1990 to Aug 29, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts