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, July 15th, 2025:19.88% (-0.16%)

Analysis last updated: Wednesday, July 16, 2025 at 01:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4546	4.67
$α$	0.0912	8.84
$β$	0.8616	54.38
$γ_{1}$	0.0969	5.84
$γ_{2}$	-0.1518	-6.36
$γ_{3}$	0.0880	5.48
$γ_{4}$	-0.0503	-3.45
$γ_{5}$	0.0185	1.30
$γ_{6}$	0.0019	0.18

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts