V-Lab: VEON Ltd MF2-GARCH Volatility Analysis

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VEON Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 8th, 2025:50.51% (-1.90%)

Analysis last updated: Saturday, December 6, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0490	18.39
$β$	0.9174	242.63
$γ$	0.0558	12.06
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5389	0.11

Estimation Period:
Nov 15, 1996 to Dec 5, 2025

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