V-Lab
V-Lab
Gazprom PAO AGARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:0.04% (0.00%)

Analysis last updated: Sunday, November 10, 2024 at 02:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gazprom PAO AGARCH
paramt-stat
ω0.000010.00
α0.140051.84
β0.8600613.83
γ0.00000.00
Estimation Period:
Jan 24, 2006 to Nov 8, 2024
Impact of return on volatility tomorrow
Volatility Forecasts