V-Lab: Gazprom PAO MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Gazprom PAO MF2-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 ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0000	100.00
$β$	0.7500	7499900.00
$γ$	0.5000	5000000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	1.0000	9999900.00
$λ_{3}$	0.0000	100.00

Estimation Period:
Jan 24, 2006 to Nov 15, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts