V-Lab: VEON Ltd GJR-GARCH Volatility Analysis

V-Lab

VEON Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, August 25th, 2025:66.51% (-2.61%)

Analysis last updated: Friday, August 22, 2025 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1262	14.34
$α$	0.0490	17.06
$β$	0.9180	311.29
$γ$	0.0537	9.77

Estimation Period:
Nov 15, 1996 to Aug 22, 2025

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Volatility Forecasts

Volatility Forecasts