V-Lab: Gazprom PAO GJR-GARCH Volatility Analysis

V-Lab

Gazprom PAO GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 22nd, 2025:0.00% (0.00%)

Analysis last updated: Thursday, May 22, 2025 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0000	0.00
$α$	0.6092	0.00
$β$	0.5316	0.00
$γ$	-0.2816	-0.00

Estimation Period:
Jan 24, 2006 to May 16, 2025

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Volatility Forecasts