V-Lab: VEON Ltd MF2-GARCH Volatility Analysis

V-Lab

VEON Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 21st, 2025:59.31% (-2.34%)

Analysis last updated: Tuesday, May 20, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0500	18.49
$β$	0.9172	237.32
$γ$	0.0537	11.27
$λ_{1}$	10.0000	0.26
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5247	0.28

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

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Volatility Forecasts

Volatility Forecasts