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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.5983 | 5,983,370.00 | |
| 0.5497 | 5,497,040.00 | |
| -0.2961 | -2,960,810.00 |
Estimation Period:
Jan 24, 2006 to May 30, 2025
Jan 24, 2006 to May 30, 2025
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