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

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V-Lab

E.ON SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:16.72% (+0.16%)

Analysis last updated: Tuesday, November 11, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4463	4.62
$α$	0.0907	8.84
$β$	0.8629	55.00
$γ_{1}$	0.0938	5.73
$γ_{2}$	-0.1474	-6.26
$γ_{3}$	0.0862	5.41
$γ_{4}$	-0.0499	-3.44
$γ_{5}$	0.0180	1.29
$γ_{6}$	0.0030	0.29

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts