V-Lab: Gazprom PAO MF2-GARCH Volatility Analysis

V-Lab

Gazprom PAO MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 14th, 2025:0.00% (0.00%)

Analysis last updated: Monday, April 14, 2025 at 02:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.7500	7,499,900.00
$β$	0.0000	100.00
$γ$	0.5000	5,000,000.00
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.8463	8,462,870.00
$λ_{3}$	0.1537	1,537,130.00

Estimation Period:
Jan 24, 2006 to Apr 11, 2025

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