V-Lab: VEON Ltd MF2-GARCH Volatility Analysis

V-Lab

VEON Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:63.72% (-0.58%)

Analysis last updated: Friday, July 25, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0500	18.39
$β$	0.9171	238.82
$γ$	0.0545	11.74
$λ_{1}$	10.0000	0.09
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.5446	0.11

Estimation Period:
Nov 15, 1996 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts