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

V-Lab

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V-Lab

VEON Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:31.92% (+0.64%)

Analysis last updated: Thursday, May 2, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	17.6820	3.90
$α$	0.0787	49.17
$β$	0.9932	590.48
$ν$	5	17.57

Estimation Period:
Nov 15, 1996 to Apr 26, 2024