V-Lab: Piedmont Lithium Inc MF2-GARCH Volatility Analysis

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V-Lab

Piedmont Lithium Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:87.85% (-8.66%)

Analysis last updated: Friday, May 3, 2024 at 09:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.2100	12.99
$β$	0.6164	22.69
$γ$	-0.1233	-6.42
$λ_{1}$	10.0000	0.31
$λ_{2}$	0.4969	0.28
$λ_{3}$	0.1209	0.04

Estimation Period:
Nov 7, 2017 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts