V-Lab: Gazprom PAO GJR-GARCH Volatility Analysis

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V-Lab

Gazprom PAO GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:0.00% (0.00%)

Analysis last updated: Tuesday, November 12, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.5350	5350090.00
$β$	0.5661	5661180.00
$γ$	-0.2023	-2022550.00

Estimation Period:
Jan 24, 2006 to Nov 8, 2024

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Volatility Forecasts

Volatility Forecasts