V-Lab
V-Lab
Gazprom PAO GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2025:0.00% (0.00%)

Analysis last updated: Sunday, January 5, 2025 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gazprom PAO GJR-GARCH
paramt-stat
ω0.00000.00
α0.125762866.50
β0.6970348489.00
γ0.3546177289.00
Estimation Period:
Jan 24, 2006 to Jan 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts