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

Skip to main content

V-Lab

E.ON SE Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:16.42% (+0.17%)

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
$ω$	1.4666	4.70
$α$	0.0905	8.83
$β$	0.8630	54.98
$γ_{1}$	0.0963	5.95
$γ_{2}$	-0.1516	-6.50
$γ_{3}$	0.0891	5.59
$γ_{4}$	-0.0525	-3.51
$γ_{5}$	0.0211	1.26
$γ_{6}$	-0.0026	-0.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts