V-Lab: VEON Ltd MF2-GARCH Volatility Analysis

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V-Lab

VEON Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:31.23% (-0.79%)

Analysis last updated: Tuesday, May 14, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0525	18.16
$β$	0.9154	222.30
$γ$	0.0533	10.81
$λ_{1}$	6.7019	0.41
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.7026	0.93

Estimation Period:
Nov 15, 1996 to May 10, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts