V-Lab
V-Lab
Gazprom PAO MEM Volatility Analysis
Volatility Prediction for Monday, July 11th, 2022:104.76% (-16.76%)

Analysis last updated: Wednesday, July 20, 2022 at 06:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gazprom PAO MEM
paramt-stat
ω0.13203.20
α0.265231.25
β0.7242119.60
Estimation Period:
Jan 24, 2006 to Jul 8, 2022
Impact of return on volatility tomorrow
Volatility Forecasts