V-Lab: VEON Ltd GAS-GARCH Student T Volatility Analysis

V-Lab

VEON Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:64.68% (-4.72%)

Analysis last updated: Tuesday, May 20, 2025 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.5583	3.83
$α$	0.0780	53.01
$β$	0.9937	629.75
$ν$	4.3915	19.59

Estimation Period:
Nov 15, 1996 to May 16, 2025