V-Lab: VEON Ltd MF2-GARCH Volatility Analysis

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VEON Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, November 12th, 2025:69.40% (+0.13%)

Analysis last updated: Tuesday, November 11, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0501	18.51
$β$	0.9172	240.16
$γ$	0.0536	11.66
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5263	0.09

Estimation Period:
Nov 15, 1996 to Nov 7, 2025

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