V-Lab: VEON Ltd GJR-GARCH Volatility Analysis

V-Lab

VEON Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:63.65% (-0.57%)

Analysis last updated: Friday, July 25, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1270	14.32
$α$	0.0491	17.07
$β$	0.9177	309.09
$γ$	0.0539	9.78

Estimation Period:
Nov 15, 1996 to Jul 25, 2025

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Volatility Forecasts