V-Lab
V-Lab
Gazprom PAO GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 20th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, November 21, 2024 at 02:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gazprom PAO GJR-GARCH
paramt-stat
ω0.00000.00
α0.53745373820.00
β0.56555654520.00
γ-0.2057-2056680.00
Estimation Period:
Jan 24, 2006 to Nov 15, 2024
Impact of return on volatility tomorrow
Volatility Forecasts