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

V-Lab

VEON Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:75.50% (-5.57%)

Analysis last updated: Wednesday, June 18, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	18.7858	3.82
$α$	0.0777	53.73
$β$	0.9939	641.20
$ν$	4.3749	19.96

Estimation Period:
Nov 15, 1996 to Jun 18, 2025