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 Tuesday, April 15th, 2025:28.36% (-1.71%)

Analysis last updated: Wednesday, April 16, 2025 at 02:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4666	4.68
$α$	0.0922	8.87
$β$	0.8606	54.22
$γ_{1}$	0.0991	5.87
$γ_{2}$	-0.1547	-6.36
$γ_{3}$	0.0887	5.45
$γ_{4}$	-0.0495	-3.36
$γ_{5}$	0.0168	1.16
$γ_{6}$	0.0033	0.30

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts