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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4333	4.62***
α ARCH Response to squared shocks	0.0896	8.86***
β GARCH Volatility persistence	0.8640	55.68***

γ₁	0.0897	5.74***
γ₂	-0.1420	-6.35***
γ₃	0.0852	5.52***
γ₄	-0.0516	-3.54***
γ₅	0.0211	1.29
γ₆	0.0056	0.22

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E.ON SE Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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