Skip to main content
V-Lab

Gazprom PAO GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, June 5th, 2025

1 Day

0.00%

unchanged at 0.00%

1 Week

0.00%

unchanged at 0.00%

1 Month

0.00%

unchanged at 0.00%

Analysis last updated: Thursday, June 5, 2025 at 11:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gazprom PAO GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time