V-Lab: VEON Ltd GJR-GARCH Volatility Analysis

V-Lab

VEON Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:59.11% (-2.31%)

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
$ω$	0.1269	14.28
$α$	0.0491	17.03
$β$	0.9178	307.18
$γ$	0.0532	9.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts