VEON Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:50.47% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1274 | 14.40 | |
| 0.0481 | 17.10 | |
| 0.9180 | 313.09 | |
| 0.0551 | 10.09 |
Estimation Period:
Nov 15, 1996 to Dec 5, 2025
Nov 15, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Depositary Receipts