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

Skip to main content

V-Lab

E.ON SE Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, October 17th, 2025:14.95% (-0.25%)

Analysis last updated: Friday, October 17, 2025 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4478	4.65
$α$	0.0909	8.85
$β$	0.8621	54.54
$γ_{1}$	0.0947	5.78
$γ_{2}$	-0.1487	-6.31
$γ_{3}$	0.0868	5.45
$γ_{4}$	-0.0501	-3.45
$γ_{5}$	0.0183	1.30
$γ_{6}$	0.0025	0.24

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts